Generative Bootstrap/Multi-purpose Samplers
This post is based on the first version of Shin, M., Wang, L., & Liu, J. S. (2020). Scalable Uncertainty Quantification via GenerativeBootstrap Sampler., which is lately updated as Shin, M., Wang, S., & Liu, J. S. (2022). Generative Multiple-purpose Sampler for Weighted M-estimation (arXiv:2006.00767; Version 2). arXiv.