diff --git a/.translate/state/imp_sample.md.yml b/.translate/state/imp_sample.md.yml new file mode 100644 index 00000000..a02d4d88 --- /dev/null +++ b/.translate/state/imp_sample.md.yml @@ -0,0 +1,6 @@ +source-sha: b8ed85c7e8b8c17f5f59c74b3cb829470363ca8b +synced-at: "2026-07-18" +model: claude-sonnet-5 +mode: RESYNC +section-count: 7 +tool-version: 0.17.0 diff --git a/lectures/imp_sample.md b/lectures/imp_sample.md index 70b79a85..9d062359 100644 --- a/lectures/imp_sample.md +++ b/lectures/imp_sample.md @@ -9,6 +9,16 @@ kernelspec: display_name: Python 3 language: python name: python3 +translation: + title: 似然比过程的均值 + headings: + Overview: 概述 + Mathematical expectation of likelihood ratio: 似然比的数学期望 + Importance sampling: 重要性采样 + Selecting a sampling distribution: 选择抽样分布 + Approximating a cumulative likelihood ratio: 近似累积似然比 + Distribution of sample mean: 样本均值的分布 + Choosing a sampling distribution: 选择抽样分布 --- # 似然比过程的均值 @@ -34,6 +44,7 @@ import numpy as np from numba import jit, vectorize, prange import matplotlib.pyplot as plt FONTPATH = "fonts/SourceHanSerifSC-SemiBold.otf" +import matplotlib as mpl mpl.font_manager.fontManager.addfont(FONTPATH) plt.rcParams['font.family'] = ['Source Han Serif SC'] @@ -263,13 +274,12 @@ estimate(g_a, g_b, h_a, h_b, T=10, N=10000) 下面的代码使用蒙特卡洛和重要性采样方法生成估计值的分布。 ```{code-cell} ipython3 -@jit(parallel=True) def simulate(p_a, p_b, q_a, q_b, N_simu, T=1): μ_L_p = np.empty(N_simu) μ_L_q = np.empty(N_simu) - for i in prange(N_simu): + for i in range(N_simu): μ_L_p[i] = estimate(p_a, p_b, p_a, p_b, T=T) μ_L_q[i] = estimate(p_a, p_b, q_a, q_b, T=T) @@ -468,4 +478,3 @@ plt.show() 注意,即使在$T = 1$时,使用重要性抽样的均值估计比直接用$g$进行抽样的偏差更大。 因此,我们的模拟表明,对于我们的问题,直接使用$g$进行蒙特卡洛近似会比使用$h_3$作为重要性抽样分布更好。 -