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Bias introduced by GMM #15

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@chyalexcheng

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@chyalexcheng

GMM introduces bias to the sampler. Two ways to remedy this.

  1. slice sampling
  • train gmm
  • define the lowest score from the trained gmm on expanded samples as the threshold
  • generate samples from a low-discrepancy sequence (which one has the property of not being affected by cutting or truncating?)
  • include those higher than the threshold
  1. restore the uniform prior before the data assimilation loop

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