What is Importance sampling?
{{no sources|date=January 2025}} {{Orphan|date=December 2010}} '''Importance sampling''' typically refers to a [[Monte Carlo algorithm| Monte Carlo]] method for sampling from a (target) distribution that cannot be [[sample]]d from directly. The method works by sampling from a proposal distribution (P(x)), which is ideally similar to the target distribution (Q(x)), and weighting each sample by the ratio of the likelihoods at the sampled point: w(x) = Q(x)/P(x). [[Category:Randomised algorithms]] {{math-stub}}