a Deeper Look into Importance Sampling: Difference between revisions
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===A Deeper Look into Importance Sampling - June 3, 2009=== | ===A Deeper Look into Importance Sampling - June 3, 2009=== | ||
From last class, we have determined that an integral can be written in the form <math>I = \displaystyle\int h(x)f(x)\,dx | From last class, we have determined that an integral can be written in the form <math>I = \displaystyle\int h(x)f(x)\,dx </math> <math>= \displaystyle\int \frac{h(x)f(x)}{g(x)}g(x)\,dx</math> We continue our discussion of Importance Sampling here. | ||
====Importance Sampling==== | ====Importance Sampling==== | ||
Revision as of 22:21, 3 June 2009
A Deeper Look into Importance Sampling - June 3, 2009
From last class, we have determined that an integral can be written in the form [math]\displaystyle{ I = \displaystyle\int h(x)f(x)\,dx }[/math] [math]\displaystyle{ = \displaystyle\int \frac{h(x)f(x)}{g(x)}g(x)\,dx }[/math] We continue our discussion of Importance Sampling here.