Importance sampling is a Monte Carlo method used to evaluate properties of a distribution using samples from a different distribution. It was introduced in 1978, but has precursors in statistical physics from 1949. It is related to umbrella sampling in computational physics.
Stanford University
Spring 2022
CS 168 provides a comprehensive introduction to modern algorithm concepts, covering hashing, dimension reduction, programming, gradient descent, and regression. It emphasizes both theoretical understanding and practical application, with each topic complemented by a mini-project. It's suitable for those who have taken CS107 and CS161.
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