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Importance Sampling #7

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grrrute opened this issue Jun 25, 2024 · 0 comments
Open

Importance Sampling #7

grrrute opened this issue Jun 25, 2024 · 0 comments

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@grrrute
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grrrute commented Jun 25, 2024

Dear authors,

I'm very interested in the "importance sampling" stated in the paper, but there seems to be no detailed mathematical derivation. So I don't understand the sample_importance_weighted_time_for_likelihood function in the code sde_lib.py, would you like to provide a bit of a derivation or hint? Thank you very much!
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