Function importance_sample
Source pub fn importance_sample(_x: f32, f_x: f32, p_x: f32, q_x: f32) -> f32
Expand description
Compute importance sample with weight.
Given a sample from proposal distribution q, compute the weighted sample
for estimating E_p[f(X)].
§Arguments
x - Sample from proposal q
f_x - Value of f at x
p_x - Target density p(x)
q_x - Proposal density q(x)
§Returns
Weighted sample f(x) * p(x) / q(x)