Illinois PHYS 466, Lecture 11: Importance Sampling
Today We will talk about the third option: Importance sampling and correlated sampling
- Importance Sampling
- Finding Optimal p*(x) for Sampling
- Example of importance sampling
- What are allowed values of a?
- What does infinite variance look like?
- General Approach to Importance Sampling
- Correlated Sampling
- Sampling Boltzmann distribution
- Independent Sampling for exp(-V/kT)?
- Intuitive explanation
Researchers should cite this work as follows: