An introduction to importance sampling - optimal importance distributions

Рет қаралды 15,141

Ben Lambert

Күн бұрын

Пікірлер: 13

@Neural-k2z 6 жыл бұрын

At 2:47, for the continuous case, isn't there an f(x) missing?

@SpartacanUsuals 6 жыл бұрын

Yes, good spot. There should be a f(x) after the fraction. Sorry for any confusion this causes people! Best, Ben

@FalguniDasShuvo 4 жыл бұрын

@@SpartacanUsuals You could give it a quick fix by just popping up some text during the video saying there will be an additional f(x).

@marcoponts8942 4 жыл бұрын

At 6:56, shouldn't there also be a multiplication with the function you divide by? Because the mean E_g[x] should only be sum over x*g(x), or should it not?

@quao8194 4 жыл бұрын

It's very helpful! Thank you very much for making this.

@karthikponnupillai8923 3 жыл бұрын

please guide me for this question: Suppose that you have run a Monte Carlo analysis (m samples) and wish to cut the standard deviation in half. How many samples do you need to run?

@stefanoskechagias1736 5 жыл бұрын

very nice! Maybe follow up with video on approximating likelihoods plus some resampling to avoid degeneracy.

@davidsewell4999 6 жыл бұрын

Just curious if you use mathematica in your day to day workflow? The graphics / animations you have shown in mathematica seem like they could be really helpful and it requires a fair bit of work to do the same thing in something like python.

@SpartacanUsuals 6 жыл бұрын

Hi, thanks for your comment. Yes, it is by far the most important tool in my day to day work (R is, perhaps, second). There's a bit of a learning curve when you start with Mathematica. But the ease with which you can create interactive graphics and animations really leaves Matlab in the dust, in my view. Best, Ben

@davidsewell4999 6 жыл бұрын

Ben, Thanks for the response. Ok interesting well I may have to give it a go. I use python at work for doing different machine learning tasks but being able to create animations as you have done is very helpful for understanding different concepts. Anyways , great series and I am enjoying the book so far as well!