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a. Importance Sampling. Describe two methods to do importance sampling. What are the differences between these approaches? Use importance sampling to estimate x x 2(x)
a. Importance Sampling. Describe two methods to do importance sampling. What are the differences between these approaches? Use importance sampling to estimate x x 2(x) where (x) = (1/Z)e x 4 defined 1 over 1 x 1. Do for m = 5, 10, 20 samples. Calculate the coefficient of variation of the weights. Hence, estimate the effective sample size of your importance sampler.
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