Stochastic simulation | Monte Carlo methods | Variance reduction
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).
(ML 17.5) Importance sampling - introduction
From playlist Machine Learning
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
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
(ML 17.6) Importance sampling - intuition
From playlist Machine Learning
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
Powered by https://www.numerise.com/ Surveys & questionnaires (2)
From playlist Collecting data
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
This lesson reviews sources of bias when conducting a survey or poll. Site: http://mathispower4u.com
From playlist Introduction to Statistics
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)
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
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
05-5 Inverse modeling : sequential importance re-sampling
Introduction to sequential importance resampling
From playlist QUSS GS 260
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
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
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)
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)
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
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