Automate choice of IS distribution

TobiasMadsen / dgRaph

Discrete factor graphs in R

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Closed TobiasMadsen closed 8 years ago

TobiasMadsen commented 9 years ago

The choice of alpha is hard to decide beforehand for user. Some ideas could be

Combining different values of alpha: Importance samples can be combined, look at http://statweb.stanford.edu/~owen/reports/seis.pdf
Use range of score to and pick distributions that generate scores with mean dispersed over that range

TobiasMadsen commented 8 years ago

Fixed with 2bf18327788351df974b1b3b501b1fc1f3d516de