# Questions tagged [importance-sampling]

Importance sampling is a variance reduction technique to approximate integrals/expectations which are not directly computable.

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### What is proposal distribution in Importance sampling

I want to learn importance sampling using a simple example. Consider the following example code which implement importance sampling using python for a simple Bayesian network. I've read that we fix ...
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### How to compute the bias of the auto-normalized importance sampling estimator

A preceding post has compared auto-normalized importance sampling with ordinal importance sampling. Beginner readers shall be directed there, but I will remind the readers of just enough elements for ...
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### Sampling without replacement while avoiding an element

Let $p$ be a distribution over $N$ objects, pick an object $k$ from $N$, and define $p^*(x)$ to be 0 if $x = k$ and $p(x) / (1 - p(k))$ otherwise. Suppose I want to sample $n$ items from $p^*$ without ...
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### Improving samples from a distribution

I have a long-standing problem regarding generating samples from a desired distribution, $p(x)$. I know the analytic form of $p(x)$. I have a mechanism that should draw samples from $p(x)$, and does ...
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1 vote
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### Evaluation metrics for an RL model. How to select then?

I trained an RL model adapting the RL batch example (Jupyter Notebook) to the problem I was aiming to solve. As for the training, everything went well but, even though the RL batch returned several ...
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