An introduction to importance sampling

This video explains what is meant by importance sampling, and how this method can be used to provide estimates of a distribution's characteristics, even if we are unable to sample from that distribution. This video is part of a lecture course which closely follows the material covered in the book, "A Student's Guide to Bayesian Statistics", published by Sage, which is available to order on Amazon here: https://www.amazon.co.uk/Students-Guide-Bayesian-Statistics/dp/1473916364 For more information on all things Bayesian, have a look at: https://ben-lambert.com/bayesian/. The playlist for the lecture course is here: https://www.youtube.com/playlist?list=PLwJRxp3blEvZ8AKMXOy0fc0cqT61GsKCG&disable_polymer=true