
Importance sampling reweights samples from a proposal distribution to estimate the expectation under a target distribution
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Importance sampling reweights samples from a proposal distribution to estimate the expectation under a target distribution
rejection sampling does: samples from target by accepting/rejecting proposals
Rejection sampling generates samples from a target distribution by accepting or rejecting proposed samples based on a proposal distribution
Resampling (statistics)
Bootstrapping samples with replacement to estimate distributions
Metropolis–Hastings algorithm
Metropolis-Hastings algorithm samples from difficult distributions
Top-k vs top-p sampling: top-k fixes candidate count, top-p fixes cumulative probability mass
Top-k sampling fixes candidate count; top-p sampling fixes cumulative probability mass
Maximum a posteriori estimation
MAP estimation incorporates a prior P(θ)
Langevin dynamics does: adds noise to gradient descent to sample from a distribution
Langevin dynamics adds noise to gradient descent to sample from a distribution
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