Importance Sampling

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Sampling from easier distribution with reweighting.

Full Definition

Sampling from easier distribution with reweighting.

Keywords

weighted sampling

Domains

Probability & Statistics

Related Terms

Posterior Distribution related to

Updated belief after observing data.

 Prior Distribution related to

Belief before observing data.

 Marginalization related to

Eliminating variables by integrating over them.

 Monte Carlo Estimation related to

Approximating expectations via random sampling.

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