ChrisRackauckas OP t1_isy96fg wrote
Reply to comment by schwagggg in [P] Stochastic Differentiable Programming: Unbiased Automatic Differentiation for Discrete Stochastic Programs (such as particle filters, agent-based models, and more!) by ChrisRackauckas
O(LD) yes, so yeah you want reverse mode O(L+D) but without bias and at a low variance, and that's the next steps here.
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