SYSTEM AND METHOD FOR MACHINE LEARNING ARCHITECTURE WITH ADAPTIVE IMPORTANCE WITH ADAPTIVE IMPORTANCE SAMPLING WITH NORMALIZING FLOWS

A system for computational estimation sampling from non-trivial probability distributions. The system comprises a processor, operating in conjunction with computer memory. The processor is configured to conduct importance sampling using normalizing flows where a base distribution has a set of parame...

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Hauptverfasser: LAI, ZHEXIN, BRUBAKER, MARCUS A, KHOSHAMAN, AMIR H
Format: Patent
Sprache:eng ; fre
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Zusammenfassung:A system for computational estimation sampling from non-trivial probability distributions. The system comprises a processor, operating in conjunction with computer memory. The processor is configured to conduct importance sampling using normalizing flows where a base distribution has a set of parameters that can be adjusted to account for heavy-tailed distributions.