conftrace_

pathwise derivative

2 papers

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Co-occurring keywords · papers mentioning both

transport equation (1) multivariate normal (1) multivariate distribution (1) gradient estimator (1) control variate (1) continuous time (1) mixture distribution (1) variance reduction (1) optimal control (1) gradient estimation (1)

Papers

Pathwise Derivatives for Multivariate Distributions AISTATS 2019 Policy Gradient in Continuous Time JMLR 2006