tf.contrib.bayesflow.monte_carlo.expectation_importance_sampler(f, log_p, sampling_dist_q, z=None, n=None, seed=None, name='expectation_importance_sampler')
Monte Carlo estimate of E_p[f(Z)] = E_q[f(Z) p(Z) / q(Z)].
With p(z) := exp{log_p(z)}, this Op returns
n^{-1} sum_{i=1}^n [ f(z_i) p(z_i) / q(z_i) ], z_i ~ q,
\approx E_q[ f(Z) p(Z) / q(Z) ]
= E_p[f(Z)]
This integral is done in log-space with max-subtraction to better handle the often extreme values that f(z) p(z) / q(z) can take o