Markov Chain Truncation for Doubly-Intractable Inference
  Computing partition functions, the normalizing constants of probability distributions, is often hard. Variants of importance sampling give unbiased estimates of a normalizer Z, however, unbiased estimates of the reciprocal 1/Z are harder to obtain. Unbiased estimates of 1/Z allow Markov chain Monte Carlo sampling of "doubly-intractable" distributions, such as the parameter posterior for Markov Random Fields or Exponential Random Graphs. We demonstrate how to construct unbiased estimates for 1/Z given access to black-box importance sampling estimators for Z. We adapt recent work on random series truncation and Markov chain coupling, producing estimators with lower variance and a higher percentage of positive estimates than before. Our debiasing algorithms are simple to implement, and have some theoretical and empirical advantages over existing methods. 
Colin Wei and Iain Murray
stat.ML cs.LG