Approximating Probability Distributions (II): Monte Carlo Methods (I) is Lecture 12 of the Course on Information Theory, Pattern Recognition, and Neural Networks. It is the one of the series of sixteen lectures covering the core of the book "Information Theory, Inference, and Learning Algorithms". A subset of these lectures used to constitute a Part III Physics course at the University of Cambridge. To learn more about this topic look up for the other parts of the course.
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