Enhancing Markov Chain Monte Carlo Sampling Methods with Deep Learning

Enhancing Markov Chain Monte Carlo Sampling Methods with Deep Learning

International Mathematical Union via YouTube Direct link

Importance Sampling and Transport

6 of 13

6 of 13

Importance Sampling and Transport

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Classroom Contents

Enhancing Markov Chain Monte Carlo Sampling Methods with Deep Learning

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  1. 1 Intro
  2. 2 Probabilities and Expectations
  3. 3 Monte-Carlo Sampling
  4. 4 Sampling and Learning
  5. 5 Outline
  6. 6 Importance Sampling and Transport
  7. 7 Assisting MCMC Sampling with Normalizing Flows
  8. 8 MCMC with NF for Sampling of Random Fields
  9. 9 MCMC with NF for Bayesian Inference
  10. 10 Non-Equilibrium Importance Sampling (NEIS)
  11. 11 NEIS for Gaussian Mixtures in 5D & 10D
  12. 12 NEIS for Neal's Funnel Distribution in 100
  13. 13 Concluding remarks

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