TL;DR —
Importance weighting allows us to reweight samples drawn from a proposal in order to compute expectations of a different distribution.
This paper is available on arxiv under CC 4.0 license.
Authors:
(1) Sam Bowyer, Equal contribution, Department of Mathematics and sam.bowyer@bristol.ac.uk;
(2) Thomas Heap, Equal contribution, Department of Computer Science University of Bristol and thomas.heap@bristol.ac.uk;
(3) Laurence Aitchison, Department of Computer Science University of Bristol and laurence.aitchison@bristol.ac.uk.
Table of Links
- Abstract & Introduction
- Related work
- Background
- Methods
- Experiments
- "Conclusion, Limitations, and References"
- Derivations
- Algorithms
- Experimental Datasets And Model
Background
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Topics and
tags
tags
autodiff|estimate-posterior-moments|importance-weighting|bayesian-posterior|reweight-samples|conditional-independencies|importance-sampling|backward-traversals
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