Using Autodiff to Estimate Posterior Moments, Marginals and Samples: Derivations by@bayesianinference
116 reads
Using Autodiff to Estimate Posterior Moments, Marginals and Samples: Derivations
by Bayesian InferenceApril 15th, 2024
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.
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].
Table of Links
- Abstract & Introduction
- Related work
- Background
- Methods
- Experiments
- "Conclusion, Limitations, and References"
- Derivations
- Algorithms
- Experimental Datasets And Model
Derivations
Global Importance Sampling
Massively Parallel Importance Sampling
L O A D I N G
. . . comments & more!
. . . comments & more!
