Authors
Oswin Krause, Asja Fischer, Christian Igel
Publication date
2020/1/1
Journal
Artificial Intelligence
Volume
278
Pages
103195
Publisher
Elsevier
Description
Accurate estimates of the normalization constants (partition functions) of energy-based probabilistic models (Markov random fields) are highly important, for example, for assessing the performance of models, monitoring training progress, and conducting likelihood ratio tests. Several algorithms for estimating the partition function (in relation to a reference distribution) have been introduced, including Annealed Importance Sampling (AIS) and Bennett's Acceptance Ratio method (BAR). However, their conceptual similarities and differences have not been worked out so far and systematic comparisons of their behavior in practice have been missing. We devise a unifying theoretical framework for these algorithms, which comprises existing variants and suggests new approaches. It is based on a generalized form of Crooks' equality linking the expectation over a distribution of samples generated by a transition operator to …
Total citations
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