Module: tf.contrib.bayesflow.monte_carlo

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.

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Last updated 2020-10-01 UTC.