CSGLD

2000년 도입 · 논문 2편에서 사용

Simulations of multi-modal distributions can be very costly and often lead to unreliable predictions. To accelerate the computations, we propose to sample from a flattened distribution to accelerate the computations and estimate the importance weights between the original distribution and the flattened distribution to ensure the correctness of the distribution.

출처: A Contour Stochastic Gradient Langevin Dynamics Algorithm for Simulations of Multi-modal Distributions

소개 논문: A Contour Stochastic Gradient Langevin Dynamics Algorithm for Simulations of Multi-modal Distributions