Discrete Importance Sampler

Draw category indices from a proposal distribution and return target/proposal importance weights; proposal support must cover every positive target category.

Description

Draw category indices from a proposal distribution and return target/proposal importance weights; proposal support must cover every positive target category.

Discrete Importance Sampler: Draw category indices from a proposal distribution and return target/proposal importance weights; proposal support must cover every positive target category.

When to use Discrete Importance Sampler

Use this probability or sampling tool to compute a stated quantity or generate reproducible draws from a precisely parameterized distribution or stochastic model.

proposal
Required list input.
target Weights
Required list input.
count
Required integer input.
seed
Required string input.

How Discrete Importance Sampler works

Draw category indices from a proposal distribution and return target/proposal importance weights; proposal support must cover every positive target category. The tool evaluates the supplied inputs together and returns the named outputs below; it does not infer omitted operating conditions or change the units shown.1

sample Indices
The resulting sample indices returned as a list.
weights
The resulting weights returned as a list.

Limitations and assumptions

  • Results depend on parameterization, support, random source, seed, convergence, burn-in, autocorrelation, proposal quality, normalization, numerical tails, and whether model assumptions match the process. Samples are not exact evidence of convergence.
  • Use finite inputs in the displayed units and preserve more precision than the final presentation requires. Independently verify safety-critical, financial, compliance, or production decisions.

Alternative or Complementary approaches

Check analytic moments or known test cases, use independent chains and diagnostics for Monte Carlo methods, report seed and effective sample size, and inspect tail behavior.

References

  1. Monte Carlo method — Wikipedia contributors

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