Title 07_03_Indirect Sampling.pdf ✅

pacmann.io © 2022 – Pacmann AI 20 Indirect Sampling

pacmann.io © 2022 – Pacmann AI 22 Indirect Sampling : Instead of directly sampling from posterior, we can sample indirectly from our posterior using a mediator, or called as proposal distribution that can estimate our posterior distribution. There are 3 ways to perform indirect sampling : 1. Rejection Sampling 2. Importance Sampling 3. MCMC (We will learn in next section)