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[13] Adji Bousso Dieng - Deep Probabilistic Graphical Modeling

The Thesis Review

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The Limits of Normalized Important Samples

This idea of the self-normalized important sampling was cool as well. It seems like you were using it at multiple levels. And then I think in order to estimate the proposal distribution, you were then using self- normalized important sampling again. Yes. So it's like, not only are you improving the learning algorithm, you're also providing unification of the ideas.

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