Probabilistic Graphical Models - Caltech
Probabilistic Graphical Models - Caltech
Probabilistic Graphical Models - Caltech
SHOW LESS
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
Sampling from intractable distributions<br />
Given unnormalized distribution<br />
P(X) ∝ Q(X)<br />
Q(X) efficient to evaluate, but normalizer intractable<br />
For example, Q(X) = ∏ j Ψ(C j )<br />
Want to sample from P(X)<br />
Ingenious idea:<br />
Can create Markov chain that is efficient to simulate<br />
and that has stationary distribution P(X)<br />
7
Change language