Papers › Annealed Importance Sampling with q-Paths
Annealed Importance Sampling with q-Paths
Rob Brekelmans, Vaden Masrani, Thang Bui, Frank Wood, Aram Galstyan, Greg Ver Steeg, Frank Nielsen
Annealed importance sampling (AIS) is the gold standard for estimating partition functions or marginal likelihoods, corresponding to importance sampling over a path of distributions between a tractable base and an unnormalized target. While AIS yields an unbiased estimator for any path, existing literature has been primarily limited to the geometric mixture or moment-averaged paths associated with the exponential family and KL divergence. We explore AIS using q-paths, which include the geometric path as a special case and are related to the homogeneous power mean, deformed exponential family, and α-divergence.
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