Question: For context, I have beem learning importance sampling and tilted density as to reduce variacne in simulating. Therefore, if these are applicable please use them.
For context, I have beem learning importance sampling and tilted density as to reduce variacne in simulating. Therefore, if these are applicable please use them. Please provide very detailed solution. Thank you!
Consider the following pseudocode.
For in to :
I. Generate
II Set
III. Evaluate
Compute hat
a points What is the integral that hat is estimating? Your answer should be of the
form
where binR
b points Implement the pseudocode. Can you find any outliers?
c points Revise the pseudocode for a better result with the same computation
efficiency. Please provide your idea and pseudocode here, and compare your results
with part b
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