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: | , , , , , , , |
|---|---|
| 格式: | Conference item |
| 语言: | English |
| 出版: |
Curran Associates
2022
|