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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...
Autores principales: | Li, Zengyi, Chen, Yubei, Sommer, Friedrich T. |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2021
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Materias: | |
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 |
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