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stat.CO2023
Using Autodiff to Estimate Posterior Moments, Marginals and Samples
Sam Bowyer, Thomas Heap, Laurence Aitchison
Importance sampling is a popular technique in Bayesian inference: by reweighting samples drawn from a proposal distribution we are able to obtain samples and moment estimates from…
cs.LG2023
Massively Parallel Reweighted Wake-Sleep
Thomas Heap, Gavin Leech, Laurence Aitchison
Reweighted wake-sleep (RWS) is a machine learning method for performing Bayesian inference in a very general class of models. RWS draws samples from an underlying approximate p…