Importance Sampling - VISUALLY EXPLAINED with EXAMPLES!
This tutorial explains the Importance Sampling technique and its variant for unnormalized distribution functions called Self Normalized Importance Sampling.
Notebook to go with this tutorial:
https://colab.research.google.com/drive/1Xm2e0MDVsoxgPIKIl-u60iu4fNARz3Kw?usp=sharing
#sampling
#statistics
#montecarlo