Fixing Random, part 37

added by DotNetKicks
7/2/2019 3:54:38 PM

1 Kicks, 247 Views

Last time on FAIC we finally wrote a tiny handful of lines of code to correctly implement importance sampling; if we have a distribution p that we're sampling from, and a function f that we're running those samples through, we can compute the expected value of f even if there are "black swan" regions in p.