Using Autodiff to Estimate Posterior Moments, Marginals and Samples: Algorithms

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Using Autodiff to Estimate Posterior Moments, Marginals and Samples: Algorithms
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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: Sam Bowyer, Equal contribution, Department of Mathematics and [email protected]; Thomas Heap, Equal contribution, Department of Computer Science University of Bristol and [email protected]; Laurence Aitchison, Department of Computer Science University of Bristol and [email protected].

[email protected]. This paper is available on arxiv under CC 4.0 license. Authors: Authors: Sam Bowyer, Equal contribution, Department of Mathematics and [email protected]; Thomas Heap, Equal contribution, Department of Computer Science University of Bristol and [email protected]; Laurence Aitchison, Department of Computer Science University of Bristol and [email protected].

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