Defined in tensorflow/contrib/bayesflow/python/ops/monte_carlo.py
.
Monte Carlo integration and helpers.
Use tfp.monte_carlo instead.
Functions
expectation(...)
: Computes the Monte-Carlo approximation of \(E_p[f(X)]\). (deprecated)
expectation_importance_sampler(...)
: Monte Carlo estimate of \(E_p[f(Z)] = E_q[f(Z) p(Z) / q(Z)]\).
expectation_importance_sampler_logspace(...)
: Importance sampling with a positive function, in log-space.