Continuous Relaxations for Discrete Hamiltonian Monte Carlo

@inproceedings{Zhang2012ContinuousRF,
  title={Continuous Relaxations for Discrete Hamiltonian Monte Carlo},
  author={Yichuan Zhang and Charles A. Sutton and Amos J. Storkey and Zoubin Ghahramani},
  booktitle={NIPS},
  year={2012}
}
Continuous relaxations play an important role in discrete optimization, but have not seen much use in approximate probabilistic inference. Here we show that a general form of the Gaussian Integral Trick makes it possible to transform a wide class of discrete variable undirected models into fully continuous systems. The continuous representation allows the… CONTINUE READING