Importance Sampling

Importance sampling

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.

1 courses cover this concept

CS 168: The Modern Algorithmic Toolbox

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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