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Apr, 2023
可微分顺序蒙特卡罗采样器中的重采样梯度消失
Resampling Gradients Vanish in Differentiable Sequential Monte Carlo Samplers
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Johannes Zenn, Robert Bamler
TL;DR
本研究探讨了一种名为Differentiable AIS的抽样方法,尝试通过添加重采样步骤来提高样本有效性,并在实证和理论上验证了该方法的可行性。
Abstract
annealed importance sampling
(AIS) moves particles along a
markov chain
from a tractable initial distribution to an intractable target distribution. The recently proposed
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