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