Add annealed importance sampling #1541
ben18785
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New methods
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We may want a whole new class of methods (alongside optimisation and sampling algorithms), which calculate the marginal likelihood of models. Marginal likelihood calculation is really important in physics, and if we were to become the de facto standard on this, citations would follow... |
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Key paper: https://arxiv.org/abs/physics/9803008
Possibly the most widely used approach to calculating the marginal likelihood.
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