Monte Carlo Estimation

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Approximating expectations via random sampling.

Full Definition

Approximating expectations via random sampling.

Keywords

sampling

Domains

Probability & Statistics

Related Terms

Importance Sampling related to

Sampling from easier distribution with reweighting.

 Likelihood Function related to

Probability of data given parameters.

 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.

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See how Monte Carlo Estimation connects to other concepts.

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