The Effective Sample Size

Alex Smola Blog Projects Papers Alumni Teaching CV The effective sample size statistics importance sampling Published June 2, 2026 On this page Why correct weights still hurt Counting what you actually got Variance of a sum of Normal random variables Hoeffding’s inequality Replay buffer Years ago I wrote about correcting covariate shift by reweighting your data. Your features come from the wrong distribution \(q\), you care about a target \(p\), so you weight every observation by \(\beta_i = p(x