Module: contrib.bayesflow.monte_carlo

Module: tf.contrib.bayesflow.monte_carlo

Module tf.contrib.bayesflow.monte_carlo

Defined in tensorflow/contrib/bayesflow/python/ops/monte_carlo.py.

Monte Carlo integration and helpers.

See the BayesFlow Monte Carlo (contrib) guide.

Functions

expectation(...): Monte Carlo estimate of an expectation: E_p[f(Z)] with sample mean.

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.