Timeline for support of an importance sampling with respect to the original distribution function
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
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| Dec 5, 2016 at 10:47 | vote | accept | john_w | ||
| Nov 25, 2016 at 16:49 | comment | added | john_w | Hi Xian, I have attached the link to the file that contains the materials in the edited question above now. | |
| Nov 25, 2016 at 12:42 | history | edited | Xi'an | CC BY-SA 3.0 |
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| Nov 25, 2016 at 12:40 | comment | added | Xi'an | With probability 1, a realisation of$X$ from the density q belongs to the support of $q$, $\{x;\,q(x)>0\}$. Hence there is a zero probability to obtain a realisation outside this support and $q(X)>0$ with probability one. | |
| Nov 25, 2016 at 12:32 | comment | added | john_w | Oh, Thanks a lot Xi'an. It is so clear I think. Also sorry I just have one more question. The author says that there is no need to worry about sampling from Q when q(x) =0 (i.e. when the denominator could be zero , q(x) = 0), because the author says "we will never see one". I am just wondering why is it true that when sampling from the distribution Q, we will never seen a sample x such that q(x)=0? | |
| Nov 25, 2016 at 9:28 | history | edited | Xi'an | CC BY-SA 3.0 |
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| Nov 25, 2016 at 8:02 | history | answered | Xi'an | CC BY-SA 3.0 |