Show that in importance sampling the choice minimizes w(x) even in cases where f(x) is not of
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Show that in importance sampling the choice
minimizes w(x) even in cases where f(x) is not of constant sign.
Transcribed Image Text:
p(x) = |f(x)|q(x) ƒ\ƒ (§) \q (§) d
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Your question seems to be about explaining why the given choice of a sampling distribution px minimizes the weight function wx in an importance sampli...View the full answer
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