Python, Monte Carlo, Monte Carlo Simulation, Importance Sampling, Machine Learning.
sigma_appro) plt.figure(figsize=[10, 4]) sns.distplot([np.random.normal(mu_target, sigma_target) for _ in range(3000)], label="distribution $p(x)$") sns.distplot([np.random.normal(mu_appro, sigma_appro) for _ in range(3000)], label="distribution $q(x)$") plt.title("Distributions", size=16)