A Neural Network MCMC Sampler That Maximizes Proposal Entropy

Markov Chain Monte Carlo (MCMC) methods sample from unnormalized probability distributions and offer guarantees of exact sampling. However, in the continuous case, unfavorable geometry of the target distribution can greatly limit the efficiency of MCMC methods. Augmenting samplers with neural networ...

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Detalles Bibliográficos
Autores principales: Li, Zengyi, Chen, Yubei, Sommer, Friedrich T.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7996279/
https://www.ncbi.nlm.nih.gov/pubmed/33668743
http://dx.doi.org/10.3390/e23030269

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7996279/
https://www.ncbi.nlm.nih.gov/pubmed/33668743
http://dx.doi.org/10.3390/e23030269

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