Excited about this new working paper! Monte Carlo samplers are a wonderfully interesting class of discrete+continuous random processes, and taking their derivative can have a number of applications 🙂

📣 Announcing a new working paper on 𝒟𝒾𝒻𝒻𝑒𝓇𝑒𝓃𝓉𝒾𝒶𝒷𝓁𝑒 Metropolis-Hastings https://t.co/Q1tMwHTsHl 🧵

Differentiating Metropolis-Hastings to Optimize Intractable Densities. (arXiv:2306.07961v1 [ https://t.co/zjV5HgYw5a])

Check out @MoritzSchauer's announcement! https://t.co/nKbBKpUBgV

Our 4-page paper presents some key ideas on how to get there. In particular, we aim to form a *consistent* derivative estimator a la the usual Ergodic theorem.

Had my first poster session today, at #NeurIPS2022🙂 Photo credits @_Frank_Schaefer