Bayesian Update with Importance Sampling: Required Sample Size
نویسندگان
چکیده
منابع مشابه
The sample size required in importance sampling
The goal of importance sampling is to estimate the expected value of a given function with respect to a probability measure ν using a random sample of size n drawn from a different probability measure μ. If the two measures μ and ν are nearly singular with respect to each other, which is often the case in practice, the sample size required for accurate estimation is large. In this article it is...
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ژورنال
عنوان ژورنال: Entropy
سال: 2020
ISSN: 1099-4300
DOI: 10.3390/e23010022