# Notes on: Neal, R. M. (1998): Annealed Importance Sampling

• Intractable to sample from $$x \sim p(x)$$ with $$p(x) \propto f(x)$$
• Can sample from $$x \sim q(x)$$ with $$q(x) \propto g(x)$$
• $$N$$ independent points $$x^{(1)}, \dots, x^{(N)} \sim q(x)$$