Tag Archives: estimate

Importance Sampling – A Tutorial

Posted on October 22, 2017 by machinelearning1

Problem: Compute an expectation over a probability density function , given only samples generated from a different probability density function . We call and the target distribution and proposal distribution respectively. Solution: Draw samples from Calculate the probability of each … Continue reading →

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What is Expected Value? (simply explained with example)

Posted on February 22, 2016 by machinelearning1

If we have a random variable, that can take value with probability , value with probability and so on, then the expected value for this random variable can be calculated as: To simplify the problem, we can consider rolling a … Continue reading →

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Estimating the value of Pi using Python (For educational Purposes)

Posted on June 12, 2015 by machinelearning1

You can estimate the value of `Pi` up to specific precision with the following method: 1- draw a square and draw the corresponding circle inside it (a quarter of the circle inscribed inside the square). So the edge length of … Continue reading →

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