Importance Sampling

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  • เผยแพร่เมื่อ 30 ม.ค. 2025

ความคิดเห็น • 8

  • @spectrum_n_ghosts
    @spectrum_n_ghosts 4 ปีที่แล้ว +1

    Thank you, by showing the number of samples needed to reach the accuracy you made me understand clearly why we want to use this technique!

  • @bernenortier4416
    @bernenortier4416 2 ปีที่แล้ว

    At 4:40 you start deriving an expression for the variance; am I correct that you're using the formula Var(X) = E[X^2] - E[x}^2? This is probably quite silly, but I don't quite understand your integral; why are you integrating w.r.t f_Y and where did the uniform part of the expression go?

  • @Rowing-li6jt
    @Rowing-li6jt 5 ปีที่แล้ว +2

    thanks! you saved my life!!

  • @mohammadsalah2307
    @mohammadsalah2307 3 ปีที่แล้ว +2

    the plot seems to be incorrect 2:10

  • @ErdiTk
    @ErdiTk 3 ปีที่แล้ว

    Amazing video! May I ask you if you're planning to do one on exponential tilting?

  • @kartikshrivastava1500
    @kartikshrivastava1500 3 ปีที่แล้ว

    Would be great if you could also explain the intution behind formulas as well.

  • @kailun10
    @kailun10 6 ปีที่แล้ว +1

    What's the complementary error function, erfc?

    • @ECEMadeEasyBySchulz
      @ECEMadeEasyBySchulz  6 ปีที่แล้ว

      en.wikipedia.org/wiki/Error_function#Complementary_error_function