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
-
Monte Carlo method — Wikipedia contributors
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