Enhancing Markov Chain Monte Carlo Sampling Methods with Deep Learning
International Mathematical Union via YouTube
Overview
Syllabus
Intro
Probabilities and Expectations
Monte-Carlo Sampling
Sampling and Learning
Outline
Importance Sampling and Transport
Assisting MCMC Sampling with Normalizing Flows
MCMC with NF for Sampling of Random Fields
MCMC with NF for Bayesian Inference
Non-Equilibrium Importance Sampling (NEIS)
NEIS for Gaussian Mixtures in 5D & 10D
NEIS for Neal's Funnel Distribution in 100
Concluding remarks
Taught by
International Mathematical Union