{"paper":{"title":"BR-SNIS: Bias Reduced Self-Normalized Importance Sampling","license":"http://creativecommons.org/licenses/by-sa/4.0/","headline":"","cross_cats":["cs.LG","stat.CO"],"primary_cat":"stat.ML","authors_text":"Achille Thin, Eric Moulines, Gabriel Cardoso, Jimmy Olsson, Sergey Samsonov","submitted_at":"2022-07-13T17:14:10Z","abstract_excerpt":"Importance Sampling (IS) is a method for approximating expectations under a target distribution using independent samples from a proposal distribution and the associated importance weights. In many applications, the target distribution is known only up to a normalization constant, in which case self-normalized IS (SNIS) can be used. While the use of self-normalization can have a positive effect on the dispersion of the estimator, it introduces bias. In this work, we propose a new method, BR-SNIS, whose complexity is essentially the same as that of SNIS and which significantly reduces bias with"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2207.06364","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2207.06364/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}