Probabilistic ML - Lecture 4 - Sampling

This is the fourth lecture in the Probabilistic ML class of Prof. Dr. Philipp Hennig in the Summer Term 2020 at the University of Tübingen.
Time-stamped slides available at uni-tuebingen.....
Contents:
Monte Carlo Methods
Moments and Expectations
Rejection and Importance Sampling
© Philipp Hennig / University of Tübingen, 2020 CC BY-NC-SA 3.0