{"author_url":"https://blog.hatena.ne.jp/syou6162/","provider_name":"Hatena Blog","blog_title":"yasuhisa's blog","version":"1.0","image_url":"https://cdn-ak.f.st-hatena.com/images/fotolife/s/syou6162/20161024/20161024213125.png","provider_url":"https://hatena.blog","description":"\u30de\u30eb\u30b3\u30d5\u9023\u9396\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u6cd5 (\u7d71\u8a08\u30e9\u30a4\u30d6\u30e9\u30ea\u30fc)\u306e1.2.3\u3092\u53c2\u8003\u306b\u3057\u3064\u3064\u3002rejection sampling\u3067\u306f\u3001target distribution\u304b\u3089\u306e\u4e71\u6570\u3092\u9593\u63a5\u7684\u306b\u53d6\u3063\u3066\u304d\u3066\u3044\u308b\u308f\u3051\u3067\u3059\u304c\u3001\u4eca\u5ea6\u306fx\u306e\u95a2\u6570h(x)\u306e\u671f\u5f85\u5024\u306b\u8208\u5473\u304c\u3042\u308b\u3068\u3057\u307e\u3057\u3087\u3046\u3002\u3067\u3001\u7a4d\u5206\u304c\u96e3\u3057\u3044\u306e\u3067\u3001\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u3057\u3066\u3069\u3046\u3053\u3046\u3057\u307e\u3088\u3046\u3068\u3044\u3046\u306e\u304c\u3053\u306eimportance sampling\u3002\u3053\u3053\u3067\u306fh(x)=x\u3068\u3057\u3066\u3001\u666e\u901a\u306b\u671f\u5f85\u5024\u3092\u8a08\u7b97\u3055\u305b\u3066\u304d\u307e\u3057\u3087\u3046\u3002g(x)\u306fh(x)p(x)\u306b\u306a\u308b\u3079\u304f\u8fd1\u304f\u3001\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u53ef\u80fd\u3067\u3042\u308b\u3068\u3059\u308b\u3001\u3068\u3044\u3046\u3053\u3068\u306a\u306e\u3067\u3001\u307e\u305f\u30ac\u30f3\u30de\u95a2\u6570\u304b\u3089\u53d6\u3063\u3066\u3053\u308c\u306a\u3044\u3068\u3057\u3066\u3001\u30b3\u30fc\u30b7\u30fc\u5206\u5e03\u304b\u3089\u53d6\u3063\u3066\u304f\u308b\u3068\u3044\u3046\u306e\u3092\u3084\u308a\u2026","type":"rich","categories":["\u6a5f\u68b0\u5b66\u7fd2","R","MCMC"],"blog_url":"https://www.yasuhisay.info/","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fwww.yasuhisay.info%2Fentry%2F20081212%2F1229095581\" title=\"Example of importance sampling - yasuhisa&#39;s blog\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","title":"Example of importance sampling","published":"2008-12-12 00:26:21","url":"https://www.yasuhisay.info/entry/20081212/1229095581","author_name":"syou6162","width":"100%","height":"190"}