Annealed Flow Transport Monte Carlo, Arbel etc. can be implemented using a few combinators as in coix.algo. A special aspect of this algorithm is its use of "deterministic" kernels rather than "stochastic" kernels as in inference combinators.
It would be great if we have a concrete example/tutorial showing how to implement targets and flows. Here, the role of flows is to perform a transformation and add a corresponding log_det_abs_jacobian factor.
Annealed Flow Transport Monte Carlo, Arbel etc. can be implemented using a few combinators as in coix.algo. A special aspect of this algorithm is its use of "deterministic" kernels rather than "stochastic" kernels as in inference combinators.
It would be great if we have a concrete example/tutorial showing how to implement
targets
andflows
. Here, the role offlows
is to perform a transformation and add a corresponding log_det_abs_jacobian factor.