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Islamic Azad University

Academic institutionasia · ir
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Representative Papers

Beyond Effective Sample Size: Effective Number of Proposals for Adaptive Importance Sampling

Aug 15, 2026

This study addresses the limitation of traditional Effective Sample Size (ESS) in detecting proposal redundancy and collapse within Adaptive Importance Sampling. We propose Effective Number of Proposals (ENP), a novel metric integrating normalized weights with sample similarity to accurately assess non-redundant proposal contributions, thereby overcoming ESS diagnostic failures. Serving as a feedback signal, ENP effectively identifies overlooked proposal degeneracy and guides adaptive update strategies. Experimental results demonstrate that this metric significantly enhances both diagnostic accuracy and sampling quality in Population Adaptive Importance Sampling for complex distribution approximation. By providing a more reliable assessment of proposal diversity, ENP offers a robust alternative to ESS, ensuring more stable and efficient adaptation in high-dimensional inference tasks where standard diagnostics often fail to capture structural deficiencies in the proposal mixture.

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Latest Papers

Beyond Effective Sample Size: Effective Number of Proposals for Adaptive Importance Sampling

Aug 15, 2026

This study addresses the limitation of traditional Effective Sample Size (ESS) in detecting proposal redundancy and collapse within Adaptive Importance Sampling. We propose Effective Number of Proposals (ENP), a novel metric integrating normalized weights with sample similarity to accurately assess non-redundant proposal contributions, thereby overcoming ESS diagnostic failures. Serving as a feedback signal, ENP effectively identifies overlooked proposal degeneracy and guides adaptive update strategies. Experimental results demonstrate that this metric significantly enhances both diagnostic accuracy and sampling quality in Population Adaptive Importance Sampling for complex distribution approximation. By providing a more reliable assessment of proposal diversity, ENP offers a robust alternative to ESS, ensuring more stable and efficient adaptation in high-dimensional inference tasks where standard diagnostics often fail to capture structural deficiencies in the proposal mixture.

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