most citedDifferentiable Annealed Importance Sampling and the Perils of Gradient Noise

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stat.ML2021★ 1 cited

Differentiable Annealed Importance Sampling and the Perils of Gradient Noise

Guodong Zhang, Kyle Hsu, Jianing Li +2

Annealed importance sampling (AIS) and related algorithms are highly effective tools for marginal likelihood estimation, but are not fully differentiable due to the use of Metropol…