Python, Monte Carlo, Monte Carlo Simulation, Importance Sampling, Machine Learning.
can write that like this: This says: The p(x) probability weighted average of f(x) is equal to the q(x) probability weighted average of f(x) times the ratio of p(x)/q(x) densities. Now if we look at this and we recall the Monte Carlo, we can estimate this with samples from q(x). What I mean by that