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A Robust Solution to Variational Importance Sampling of Minimum Variance
Importance sampling is a Monte Carlo method where samples are obtained from an alternative proposal distribution. This can be used to focus the sampling process in the relevant parts of space, thus reducing the variance. Selecting the proposal that leads to the minimum variance can be formulated as...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2020
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7763973/ https://www.ncbi.nlm.nih.gov/pubmed/33322766 http://dx.doi.org/10.3390/e22121405 |