Fixing Random, part 38

added by DotNetKicks
7/8/2019 4:36:20 PM

1 Kicks, 180 Views

Last time on FAIC we were attacking our final problem in computing the expected value of a function f applied to a set of samples from a distribution p. We discovered that we could sometimes do a "stretch and shift" of p, and then run importance sampling on the stretched distribution; that way we are more...