Stochastic simulation | Monte Carlo methods | Variance reduction

Importance sampling

Importance sampling is a Monte Carlo method for evaluating properties of a particular distribution, while only having samples generated from a different distribution than the distribution of interest. Its introduction in statistics is generally attributed to a paper by Teun Kloek and Herman K. van Dijk in 1978, but its precursors can be found in statistical physics as early as 1949. Importance sampling is also related to umbrella sampling in computational physics. Depending on the application, the term may refer to the process of sampling from this alternative distribution, the process of inference, or both. (Wikipedia).

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Statistics - Types of sampling

This video will show you the many ways that you could sample. Remember to look for those small differences such as if you are breaking things into groups first. For more videos visit http://www.mysecretmathtutor.com

From playlist Statistics

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Quota Sampling

What is quota sampling? Advantages and disadvantages. General steps and an example of how to find a quote sample. Check out my e-book, Sampling in Statistics, which covers everything you need to know to find samples with more than 20 different techniques: https://prof-essa.creator-spring.

From playlist Sampling

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Purposive Sampling

What is purposive (deliberate) sampling? Types of purposive sampling, advantages and disadvantages. Check out my e-book, Sampling in Statistics, which covers everything you need to know to find samples with more than 20 different techniques: https://prof-essa.creator-spring.com/listing/sam

From playlist Sampling

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Surveys & questionnaires (2)

Powered by https://www.numerise.com/ Surveys & questionnaires (2)

From playlist Collecting data

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Convenience Sampling

What is convenience sampling? Advantages and disadvantages of grab sampling. How to analyze data from convenience sampling. Check out my e-book, Sampling in Statistics, which covers everything you need to know to find samples with more than 20 different techniques: https://prof-essa.creato

From playlist Sampling

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Statistics: Sources of Bias

This lesson reviews sources of bias when conducting a survey or poll. Site: http://mathispower4u.com

From playlist Introduction to Statistics

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Lecture 19: Variance Reduction (CMU 15-462/662)

Full playlist: https://www.youtube.com/playlist?list=PL9_jI1bdZmz2emSh0UQ5iOdT2xRHFHL7E Course information: http://15462.courses.cs.cmu.edu/

From playlist Computer Graphics (CMU 15-462/662)

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TU Wien Rendering #33 - Metropolis Light Transport

Metropolis Light Transport is a powerful technique that can outperform the convergence speed of Bidirectional Path Tracing on most difficult scenes (what makes a scene difficult is a story on its own). It promises optimal importance sampling "along multiple steps" in the stationary distrib

From playlist TU Wien Rendering / Ray Tracing Course

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Elaine Spiller - Importance Sampling

PROGRAM: Nonlinear filtering and data assimilation DATES: Wednesday 08 Jan, 2014 - Saturday 11 Jan, 2014 VENUE: ICTS-TIFR, IISc Campus, Bangalore LINK:http://www.icts.res.in/discussion_meeting/NFDA2014/ The applications of the framework of filtering theory to the problem of data assimi

From playlist Nonlinear filtering and data assimilation

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05-5 Inverse modeling : sequential importance re-sampling

Introduction to sequential importance resampling

From playlist QUSS GS 260

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Statistical Rethinking 2022 Lecture 07 - Overfitting

Slides and other course materials: https://github.com/rmcelreath/stat_rethinking_2022 Music: Intro: https://www.youtube.com/watch?v=R9bwnY05GoU Pause: https://www.youtube.com/watch?v=wAPCSnAhhC8 Chapters: 00:00 Introduction 04:26 Problems of prediction 07:00 Cross-validation 22:00 Regula

From playlist Statistical Rethinking 2022

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Henrik Hult: Power-laws and weak convergence of the Kingman coalescent

The Kingman coalescent is a fundamental process in population genetics modelling the ancestry of a sample of individuals backwards in time. In this paper, weak convergence is proved for a sequence of Markov chains consisting of two components related to the Kingman coalescent, under a pare

From playlist Probability and Statistics

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Lecture 06: n-Step Bootstrapping

Sixth lecture video on the course "Reinforcement Learning" at Paderborn University during the summer term 2020. Source files are available here: https://github.com/upb-lea/reinforcement_learning_course_materials

From playlist Reinforcement Learning Course: Lectures (Summer 2020)

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Lecture 18: Monte Carlo Rendering (CMU 15-462/662)

Full playlist: https://www.youtube.com/playlist?list=PL9_jI1bdZmz2emSh0UQ5iOdT2xRHFHL7E Course information: http://15462.courses.cs.cmu.edu/

From playlist Computer Graphics (CMU 15-462/662)

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TU Wien Rendering #24 - Importance Sampling

Monte Carlo integration is a fantastic tool, but it's not necessarily efficient if we don't do it right! Solving the rendering equation requires a lot of computational resources, we better use our math kung-fu to better squeeze every drop of performance from the renderer. By drawing sample

From playlist TU Wien Rendering / Ray Tracing Course

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What is Sampling?

If you’re studying a large population, you might consider using #sampling in order to get the data you need. We’ll explain how to come up with a proportionate, representative sample. To learn more basic concepts in #statistics, check out the free tutorial on our website: https://edu.gcfglo

From playlist Basic Statistics

Related pages

Loss function | Monte Carlo method | Stratified sampling | Derivative | Bayesian network | Probability density function | Probability space | Almost everywhere | Estimator | Rejection sampling | Monte Carlo integration | Confidence interval | Viterbi decoder | Likelihood-ratio test | Probability distribution | Particle filter | Random variable | VEGAS algorithm | Expected value | Binomial distribution | Variance reduction | Umbrella sampling