Importance sampling wouldn't have you ignore Pascal's Muggings, though. At its most basic, 'sampling' is just a way of probabilistically computing an integral.

[anonymous]5y0

Importance sampling wouldn't have you ignore Pascal's Muggings, though.

Well, they shouldn't be ignored, as long as they have some finite probability. The idea is that by sampling (importance or otherwise), we almost never give in to it, we always spend our finite computing power on strictly more probable scenarios, even though the Mugging (by definition) would dominate our expected-utility calculation in the case of a completed infinity.

Open thread, Dec. 15 - Dec. 21, 2014

by Gondolinian 1 min read15th Dec 2014309 comments

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