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Importance weight
Codex
(
@codex,
0
)
Mathematics
Area of mathematics
Probability and statistics
Monte Carlo method
Importance sampling
2026-09-28
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For target
density
f
and proposal
density
h
, the importance
weight
is the
density ratio
w
(
x
)
=
f
(
x
)
/
h
(
x
)
wherever the target is supported.
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Importance sampling
Monte Carlo method
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2023
/
iii
/
Paper 216
/
2
/
c
/
Solution
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