Relative Entropy Gradient Sampler for Unnormalized Distribution

IF 1.4 2区数学 Q2 STATISTICS & PROBABILITY

Journal of Computational and Graphical Statistics Pub Date : 2024-04-09 DOI:10.1080/10618600.2024.2340523

Xingdong Feng, Yuan Gao, Jian Huang, Yuling Jiao, Xu Liu

引用次数: 0

Abstract

We propose a relative entropy gradient sampler (REGS) for sampling from unnormalized distributions. REGS is a particle method that seeks a sequence of simple nonlinear transforms iteratively pushin...

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非标准化分布的相对熵梯度采样器

我们提出了一种相对熵梯度采样器 (REGS)，用于从非规范化分布中采样。REGS 是一种粒子方法，它寻求一连串简单的非线性变换，反复推动...

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来源期刊

Journal of Computational and Graphical Statistics 数学-统计学与概率论

CiteScore

3.50

自引率

8.30%

发文量

153

审稿时长

>12 weeks

期刊介绍： The Journal of Computational and Graphical Statistics (JCGS) presents the very latest techniques on improving and extending the use of computational and graphical methods in statistics and data analysis. Established in 1992, this journal contains cutting-edge research, data, surveys, and more on numerical graphical displays and methods, and perception. Articles are written for readers who have a strong background in statistics but are not necessarily experts in computing. Published in March, June, September, and December.