Timeline for Estimate Ratio of Normalizing Constants from two datasets
Current License: CC BY-SA 4.0
9 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 29, 2021 at 10:52 | comment | added | Robin Ryder | So evaluating or estimating $f(a)/f(b)$ with $a\in A, b\in B$ would not be possible? | |
| Apr 29, 2021 at 10:48 | comment | added | Physics_Student | @RobinRyder unfortunately, I don't have an expression for $f$. In fact, I would like to learn about $Z_p$ and $Z_q$ so that I can then learn about $f$! | |
| Apr 28, 2021 at 17:25 | comment | added | Robin Ryder | Do you have an expression for $f$, or just a black-box sampler for $\tilde p$ and $\tilde q$? Would you be able to sample from the density that is proportional to $f$ over another subset of $\mathbb{R}^N$? | |
| Apr 28, 2021 at 11:30 | vote | accept | Physics_Student | ||
| Apr 28, 2021 at 6:00 | history | tweeted | twitter.com/StackStats/status/1387285479234719744 | ||
| Apr 28, 2021 at 5:58 | answer | added | Xi'an | timeline score: 7 | |
| Apr 28, 2021 at 5:11 | comment | added | Xi'an | You are correct, this is not a straightforward application of the above. Since the simulations are constrained to $A$ and $B$ respectively, they bring no information about the relative weights of $A$ and $B$ under $f$. This reminds me of the difficulty of computing the Bayes factor when given only samples from each posterior. | |
| Apr 27, 2021 at 15:48 | comment | added | Physics_Student | @Xi'an what an honor! Thank you! I had a look at some of those papers like the exchange algorithm etc but they all use some other proposal density defined on the same space. In my case, however, I have two disjoint supports. Or rather, the supports are not disjoint but one of the densities is always $0$ when the other is positive | |
| Apr 27, 2021 at 14:20 | history | asked | Physics_Student | CC BY-SA 4.0 |