# Discussion 6

## Bullets

- Monte Carlo integration
- "Curse of dimensionality"
- Monte Carlo estimator $F_N = \frac{1}{N} \sum_{i=1}^{N} \frac{f(X_i)}{p(X_i)}$

- Importance sampling
- Draw samples from desired distribution
- Inverse CDF
- Draw uniform samples from circle

🖍 Board work for everything