Reproduce “Diffusion models for probabilistic programming” on OpenResearch

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About this paper

Simon Dirmeier, Fernando Perez-Cruz

DMVI uses a diffusion model as a variational guide to approximate posteriors in probabilistic programs. It models parameters and diffusion variables jointly, training the guide with a new bound for the multistep process. On a synthetic hierarchical model with 100 observations, one setting reports MSE 0.39, versus 0.62 for NFVI and 11.77 for ADVI; evidence is limited to synthetic tests.

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