Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers the concepts of correlated and uncorrelated sampling in the context of generating random variables according to a given weight function. It explains the motivation behind these methods, the probability calculations for each, and introduces the concept of Markovian chains. The instructor also discusses the conditions of ergodicity and the notion of walkers in this context.