Continual repeated annealed flow transport Monte Carlo

We propose Continual Repeated Annealed Flow Transport Monte Carlo (CRAFT), a method that combines a sequential Monte Carlo (SMC) sampler (itself a generalization of Annealed Importance Sampling) with variational inference using normalizing flows. The normalizing flows are directly trained to transpo...

Full description

Bibliographic Details
Main Authors: Matthews, AGDG, Arbel, M, Rezende, DJ, Doucet, A
Format: Conference item
Language:English
Published: Journal of Machine Learning Research 2022