NEO: non equilibrium sampling on the orbits of a deterministic transform
Sampling from a complex distribution π and approximating its intractable normalizing constant Z are challenging problems. In this paper, a novel family of importance samplers (IS) and Markov chain Monte Carlo (MCMC) samplers is derived. Given an invertible map T, these schemes combine (with weights)...
| Main Authors: | , , , , , , , |
|---|---|
| Format: | Conference item |
| Language: | English |
| Published: |
Curran Associates
2022
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