Closed ethancaballero closed 7 years ago
More accurate version of gumbel estimator as described in "Lost Relatives of the Gumbel Trick" https://arxiv.org/abs/1706.04161 It averages N gumbel distributions and subtracts out Euler's constant.
More accurate version of gumbel estimator as described in "Lost Relatives of the Gumbel Trick" https://arxiv.org/abs/1706.04161 It averages N gumbel distributions and subtracts out Euler's constant.