CSGLD

Contour Stochastic Gradient Langevin Dynamics

GeneralIntroduced 20002 papers

Description

Simulations of multi-modal distributions can be very costly and often lead to unreliable predictions. To accelerate the computations, we propose to sample from a flattened distribution to accelerate the computations and estimate the importance weights between the original distribution and the flattened distribution to ensure the correctness of the distribution.

Papers Using This Method