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understanding importance sampling

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Alejandro Moreo Fernandez 2023-11-21 10:26:13 +01:00
parent 61399d66f6
commit ac88dc8961
1 changed files with 1 additions and 1 deletions
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distribution_matching/tmp/understanding_divergence_montecarlo.py
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@ -71,7 +71,7 @@ def montecarlo_classweight(p, q, f=hd2, trials=TRIALS, epsilon=EPS):
qs = q.pdf(xs)+epsilon qs = q.pdf(xs)+epsilon
N = trials N = trials
n = q.n n = q.n
return (1/(N*n))*np.sum(weights*f(ps/qs)) return (1/(N))*np.sum(weights*f(ps/qs))
class Q: class Q: