Probabilistic Models, Sampling Methods, Machine Learning, Editors Pick, Hands On Tutorials.
problem — good coverage sampling will allow us to approximate the integral in the expectation expression for x~P(X): Eₓ = E[ f(x) ] = ∫ f(x) p(x) dx And so the fundamental computing problem we should think about here is how to best take these samples. Here we discuss one algorithmic approach for