[Illinois] PHYS466 2013 Lecture 15: Sampling
[Illinois] Phys 466 Lecture 15: Sampling
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1. Discrete Distributions
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2. Continuous Distributions
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3. Discrete Distributions
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4. Rejection technique
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5. Composition method
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6. Normal distribution
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7. Example: Box-Mueller Code to s…
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8. Multivariate normal distributi…
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9. Bias
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10. Reduction of Variance
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11. Importance Sampling
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12. Finding Optimal p*(x) for Samp…
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13. Example of importance sampling
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