Python, Monte Carlo, Monte Carlo Simulation, Importance Sampling, Machine Learning.
variance {}".format(np.mean(value_list), np.var(value_list))) Wrap up Importance sampling is likely to be useful when: p(x) is difficult or impossible to sample from. We need to be able to evaluate p(x). Meaning we can plug in an x and get a value. In fact, that’s a little more than we need we