Lecture 7: Bayesian Inference, Importance Sampling Method
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Lecture 7: Bayesian Inference, Importance Sampling Method
Lecture 7: Bayesian Inference – Importance Sampling Method (Mathematical Explanation) In this lecture, we provide a rigorous mathematical explanation of the Importance Sampling Method in Bayesian inference. This technique is fundamental in computational statistics for approximating posterior expectations when direct integration is difficult ...
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