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Christian P Robert

2 accepted papers

2021

NEO: Non Equilibrium Sampling on the Orbits of a Deterministic Transform

NeurIPS 2021poster

Sampling from a complex distribution $\pi$ and approximating its intractable normalizing constant $\mathrm{Z}$ are challenging problems. In this paper, a novel family of importance samplers (IS) and Markov chain Monte Carlo (MCMC) samplers is derived. Given an invertible map $\mathrm{T}$, these sc…