Is your feature request related to a problem? Please describe.
Importance sampling could be a complementary way to sample from the target distribution efficiently, especially when a kernel is learned to approximate the target.
Describe the solution you'd like
This should be implemented as a strategy, and the resources needed for this should be the proposal. There should be parameters like how many samples to draw in each iteration.
Is your feature request related to a problem? Please describe.
Importance sampling could be a complementary way to sample from the target distribution efficiently, especially when a kernel is learned to approximate the target.
Describe the solution you'd like
This should be implemented as a strategy, and the resources needed for this should be the proposal. There should be parameters like how many samples to draw in each iteration.