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Using Autodiff to Estimate Posterior Moments, Marginals and Samples: Backgroundby@bayesianinference

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

by Bayesian InferenceApril 15th, 2024
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Importance weighting allows us to reweight samples drawn from a proposal in order to compute expectations of a different distribution.
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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].

Background