Annealed Flow Transport Monte Carlo
Annealed Importance Sampling (AIS) and its Sequential Monte Carlo (SMC) extensions are state-of-the-art methods for estimating normalizing constants of probability distributions. We propose here a novel Monte Carlo algorithm, Annealed Flow Transport (AFT), that builds upon AIS and SMC and combines t...
| Main Authors: | , , |
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| Format: | Conference item |
| Language: | English |
| Published: |
Journal of Machine Learning Research
2021
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