ChrisRackauckas OP t1_isxmv6s wrote on October 19, 2022 at 1:29 PM

Reply to comment by rikkajounin in [P] Stochastic Differentiable Programming: Unbiased Automatic Differentiation for Discrete Stochastic Programs (such as particle filters, agent-based models, and more!) by ChrisRackauckas

We mentioned at the end of the paper that reverse mode requires smoothing in a way that works but indices a bias (except in some cases like the particle filter). This is something we will be looking deeper into.