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    Information criterion for approximation of unnormalized densities.

    Information criterion for approximation of unnormalized densities. by John Y Choe, Yen-Chi Chen, Nick Terry

    Published 2025-01-01

    This paper considers the problem of approximating an unknown density when it can be evaluated up to a normalizing constant at a finite number of points. This density approximation problem is ubiquitous in statistics, such as approximating a posterior density for Bayesian inference and estimating an...

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