Illinois PHYS 466, Lecture 11: Importance Sampling

View Presentation (SWF)

Licensed according to this deed.

Published on


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


This presentation was breezed and uploaded by Omar Sobh

Cite this work

Researchers should cite this work as follows:

  • David M. Ceperley (2009), "Illinois PHYS 466, Lecture 11: Importance Sampling,"

    BibTex | EndNote