Skip to content
START WITH A QUESTION

What would you like to understand?

Find an answer. See the moment it becomes clear. Follow the idea further.

← Concept directory

Answers for “交叉熵循环结束后,最终估计量是什么,其置信区间是如何计算的?”

1 keyword matches

Understanding your question. You can explore the search results below now.

Understand why

↗

The elite samples are weighted by likelihood ratios because they are drawn from the current proposal distribution, not the original target distribution. The likelihood ratio corrects for this discrepancy, ensuring that the updated proposal parameters accurately reflect the maximum likelihood estimates under the original distribution.

Conditions: Elite samples are those with values above the iteration threshold γi\gamma_i.; The likelihood ratios are computed as the original density divided by the proposal density.