General-purpose post-sampling reweighting method for multimodal target measures
Fuente:
arXiv
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| Format: | Preprint |
| Published: |
2026
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| _version_ | 1866917274302021632 |
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| author | Monmarché, Pierre |
| author_facet | Monmarché, Pierre |
| contents | When sampling multi-modal probability distributions, correctly estimating the relative probability of each mode, even when the modes have been discovered and locally sampled, remains challenging. We test a simple reweighting scheme designed for this situation, which consists in minimizing (in terms of weights) the Kullback-Leibler divergence of a weighted (regularized) empirical distribution of the samples with respect to the target measure. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_12027 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | General-purpose post-sampling reweighting method for multimodal target measures Monmarché, Pierre Statistics Theory Probability When sampling multi-modal probability distributions, correctly estimating the relative probability of each mode, even when the modes have been discovered and locally sampled, remains challenging. We test a simple reweighting scheme designed for this situation, which consists in minimizing (in terms of weights) the Kullback-Leibler divergence of a weighted (regularized) empirical distribution of the samples with respect to the target measure. |
| title | General-purpose post-sampling reweighting method for multimodal target measures |
| topic | Statistics Theory Probability |
| url | https://arxiv.org/abs/2602.12027 |