(note: to create maximal puzzlement I have cross-posted this at my other blog)

Right, now let's talk about methods for stochastic numerical integration, in particular calculating importance weights. This is a technique that is probably underused, largely because...

Why are you staring at the screen like that?

OK, OK. I'm sorry for putting up such a technical post,but I was going to write this up for a colleague, and then thought that there might be 3 other people in this world that would also find it interesting.
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