paint-brush
Using Autodiff to Estimate Posterior Moments, Marginals and Samples: Algorithmsby@bayesianinference
191 reads

Using Autodiff to Estimate Posterior Moments, Marginals and Samples: Algorithms

by Bayesian InferenceApril 15th, 2024
Read on Terminal Reader
Read this story w/o Javascript
tldt arrow

Too Long; Didn't Read

Importance weighting allows us to reweight samples drawn from a proposal in order to compute expectations of a different distribution.
featured image - Using Autodiff to Estimate Posterior Moments, Marginals and Samples: Algorithms
Bayesian Inference HackerNoon profile picture

This paper is available on arxiv under CC 4.0 license.

Authors:

(1) Sam Bowyer, Equal contribution, Department of Mathematics and [email protected];

(2) Thomas Heap, Equal contribution, Department of Computer Science University of Bristol and [email protected];

(3) Laurence Aitchison, Department of Computer Science University of Bristol and [email protected].

Algorithms