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Adaptive Importance Sampling for Heavy-Tailed Distributions Via Α-Divergence Minimization

Thomas Guilmeau,Nicola Branchini,Emilie Chouzenoux,Victor Elyira

INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND STATISTICS, VOL 238（2024）

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Key words
Heavy-Tailed Distributions,Variational Inference,Hidden Markov Models,Dependence Modeling,Skew Distributions
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