Importance Sampling with Python. Learn how to sample from a distribution… | by Marcello Politi | May, 2023
Photo by Edge2Edge Media on UnsplashLearn how to sample from a distribution when you only have access to another distributionIntroductionAmong the various sampling methods that a data scientist must know one of the most important is the one called Importance Sampling.This method allows us to sample from one distribution even though we are actually only able to sample from a different distribution! Let’s see how it works.Importance SamplingSuppose, for example, that taking samples x from the distribution g(x) is infeasible…