Module: tf.contrib.bayesflow.monte_carlo

Defined in tensorflow/contrib/bayesflow/python/ops/monte_carlo.py.

Monte Carlo integration and helpers.

Functions

expectation(...): Computes the Monte-Carlo approximation of \(E_p[f(X)]\). (deprecated)

expectation_importance_sampler(...): Monte Carlo estimate of \(E_p[f(Z)] = E_q[f(Z) p(Z) / q(Z)]\).

expectation_importance_sampler_logspace(...): Importance sampling with a positive function, in log-space.