推导贝叶斯推断中最优重要性采样分布 q*(x)

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Citations

https://artowen.su.domains/mc/Ch-var-is.pdf

book_chap6.dvi

https://math.arizona.edu/~tgk/mc/book_chap6.pdf

In importance sampling, why should the importance density have heavier tails? - Cross Validated

https://stats.stackexchange.com/questions/76798/in-importance-sampling-why-should-the-importance-density-have-heavier-tails

book_chap6.dvi

https://math.arizona.edu/~tgk/mc/book_chap6.pdf

In importance sampling, why should the importance density have heavier tails? - Cross Validated

https://stats.stackexchange.com/questions/76798/in-importance-sampling-why-should-the-importance-density-have-heavier-tails

Importance sampling | Explanation, formulae, example

https://www.statlect.com/asymptotic-theory/importance-sampling

In importance sampling, why should the importance density have heavier tails? - Cross Validated

https://stats.stackexchange.com/questions/76798/in-importance-sampling-why-should-the-importance-density-have-heavier-tails
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