Week 3 Flashcards by tyrion lannister

Q

Efficiency of rejection sampling

A

Acceptance prob = 1/M

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Q

Acceptance prob in higher d

A

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Q

Speculative sampling and why

A

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Q

Fundamental identity of importance sampling

A

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Q

IS algo

A

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Q

Bias and variance of IS

A

Unbiased and var is 0

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Q

Computing optimal proposal

A

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Q

Rare events - optimal proposal

A

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Q

SNIS

A

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