Gradient-flow adaptive importance sampling for Bayesian leave one out cross-validation with application to sigmoidal classification models

1 code implementation • 13 Feb 2024 • Joshua C Chang, Xiangting Li, Shixin Xu, Hao-Ren Yao, Julia Porcino, Carson Chow

We introduce gradient-flow-guided adaptive importance sampling (IS) transformations for stabilizing Monte-Carlo approximations of leave-one-out (LOO) cross-validated predictions for Bayesian models.