Nonasymptotic bounds for suboptimal importance sampling

18 February 2021

Papers citing "Nonasymptotic bounds for suboptimal importance sampling"

6 / 6 papers shown

Title
Fast and Unified Path Gradient Estimators for Normalizing Flows Lorenz Vaitl Ludwig Winkler Lorenz Richter Pan Kessel 44 4 0 23 Mar 2024
An optimal control perspective on diffusion-based generative modeling Julius Berner Lorenz Richter Karen Ullrich DiffM 44 81 0 02 Nov 2022
Robust SDE-Based Variational Formulations for Solving Linear PDEs via Deep Learning Lorenz Richter Julius Berner 27 19 0 21 Jun 2022
Adaptive Importance Sampling meets Mirror Descent: a Bias-variance tradeoff Anna Korba Franccois Portier 31 12 0 29 Oct 2021
VarGrad: A Low-Variance Gradient Estimator for Variational Inference Lorenz Richter Ayman Boustati Nikolas Nusken Francisco J. R. Ruiz Ömer Deniz Akyildiz DRL 138 48 0 20 Oct 2020
Sharp failure rates for the bootstrap particle filter in high dimensions Peter J. Bickel Bo Li T. Bengtsson 73 199 0 21 May 2008