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· 2013

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A Proximal Newton Adaptive Importance Sampler

stat.CO · 2024-12-21 · conditional · novelty 5.0

PNAIS adapts importance sampling proposals using scaled Newton proximal steps, enabling efficient estimation for targets that are not differentiable.

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  • A Proximal Newton Adaptive Importance Sampler stat.CO · 2024-12-21 · conditional · none · ref 5

    PNAIS adapts importance sampling proposals using scaled Newton proximal steps, enabling efficient estimation for targets that are not differentiable.