Automatic Reparameterisation of Probabilistic Programs

AutomaticReparameterisationofProbabilisticProgramsMariaI.Gorinova1DaveMoore2MatthewD.Hoffman2Abstractparameterisation(CP).Ifweinsteadworkwithanauxil-iary,standardnormalvariablez˜∼N(0,1),andobtain...