All Questions
2 questions from the last 30 days
0
votes
0
answers
13
views
Title: Handling Skewed Importance Sampling Weights for High-Dimensional Log-Likelihoods
Question:
I am performing importance sampling (IS) for a Bayesian inference problem with the following setup:
1. Data and Model
My data has ( D = 1300 ) dimensions.
The log-likelihood, $ \log p(x \...
0
votes
0
answers
13
views
Convolution with a pathological distribution part 2
This post is a follow-up to this previous one, based on what I learned from this second one.
Problem Definition
Consider a polygon with vertices $V_1,\dots,V_n \in \mathbb{R}^2$ and let
\begin{aligned}...
- 473