Gaussian Target - Githubissues

theogf / ParticleFlow_Exp

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Open theogf opened 3 years ago

theogf commented 3 years ago

Evaluate the performance of our algorithm on a Gaussian target. Multiple things to evaluate :

Number of particles vs Number of dimensions
Working with highly correlated Gaussians
Comparisons with alternatives : SVGD (might have problems with high dimensions), ADVI

theogf commented 3 years ago

Experiments with Diagonal Covariance and random mean, number of particles : D+1

mu_D=10_diag Sigma_D=10_diag

mu_D=20_diag Sigma_D=20_diag

mu_D=50_diag Sigma_D=50_diag

mu_D=100_diag Sigma_D=100_diag

theogf commented 3 years ago

Experiments with random covariance : x = rand(D, D); x = x' * x / D and random mean

mu_D=10_ Sigma_D=10_

mu_D=20_ Sigma_D=20_

mu_D=50_ Sigma_D=50_

mu_D=100_ Sigma_D=100_