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)...

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Hlavní autoři: Thin, A, Janati, Y, Le Corff, S, Ollion, C, Doucet, A, Durmus, A, Moulines, E, Robert, C
Médium: Conference item
Jazyk:English
Vydáno: Curran Associates 2022