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Annealed Importance Sampling
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Boltzmann Waiting at a Bus Stop
Busses don't always arrive on time. Finding the appropriate distribution to describe the amount of time spent waiting for a bus seems trivial but is actually quite difficult to pin down. In this post, we explore the principle of maximum entropy and show how it pops up in this deceptively simple sounding problem. This concrete settings serves as an example of an extremely powerful technique for statistical inference, with uses in virtually every scientific field.
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NeurIPS 2022 Summary
A summary of the work I found interesting in NeurIPS 2022
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A Simplified Overview of Langevin Dynamics
An overview of Langevin dynamics (or sampling), with a focus on building up intuition for how it works, when it works, and what can be done to make it work when it doesn't.