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Annealed Importance Sampling

An exercise to implement and visualize annealed importance sampling in NumPy.

Visualization: https://youtu.be/xS3sHLodVpM

Usage:

from ais import AIS

ais = AIS(D=2, num_iter=30, parallel_rounds=1000)
ais.compute_w(target)

pred_Z = ais.partition()  # estimated partition function
pred_mean = ais.mean()    # estimated mean
trajectories = ais.traj   # sampling trajectories

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