'Pareto Smoothed Importance Sampling', by Aki Vehtari, Daniel Simpson, Andrew Gelman, Yuling Yao, Jonah Gabry.
http://jmlr.org/papers/v25/19-556.html #pareto #sampling #importance
Mastodon is the best way to keep up with what's happening.
Follow anyone across the fediverse and see it all in chronological order. No algorithms, ads, or clickbait in sight.