Machine Learning, Aritificial Intelligence, Data Science, Programming, Deep Learning.
again. Here, we will accept the new sample x’ with the probability A below. P(x’)/g(x’|x) is like the importance weight for x’ in SIR while P(x)/g(x|x’) is like the importance weight for x. So A estimates how likely should we include x’ in sampling p. Normal distribution is symmetrical, i.e.