Annealed Importance Sampling

Open davharris opened this issue 11 years ago • 2 comments

Depends on #67 and #99

Apr 14 '14 21:04 davharris

Q should have the same marginals as P but all its elements should be independent. Can get that by doing 1000 steps of regular importance sampling (i.e. sampling from the prior and weighing by the likelihood), and estimating the probabilities associated with each species.

Start the chain at a random sample from Q.

Apr 15 '14 05:04 davharris

Do I need the annealing? Why not just sample from the marginal distribution estimated by mean field and see how that does?

Apr 18 '14 06:04 davharris