Importance Sampling: A Rigorous Tutorial (A Must-know for ML and Robotics)

Importance sampling is a technique used when you have a probability distribution that is difficult to sample from. It uses a distribution we can actually sample from; we use those samples to estimate quantities regarding our other complex distribution. It almost seems like magic... But I guess sometimes math is magic :)

Chapters:
0:00 Sampling From a Distribution
0:50 Importance Sampling Theory
2:15 Dice Example 1
3:30 Importance Sampling - Another View
5:27 Dice Example 2

[denny]

Really cool editing and understandable examples :)

[mancioM]

congratulations for the channel, I'm following it and learning a lot of great quality!