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