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An introduction to importance sampling
14:19
YouTubeBen Lambert
An introduction to importance sampling
This video explains what is meant by importance sampling, and how this method can be used to provide estimates of a distribution's characteristics, even if we are unable to sample from that distribution. This video is part of a lecture course which closely follows the material covered in the book, "A Student's Guide to Bayesian Statistics
63.3K viewsMay 15, 2018
Shorts
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