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- estimate a new distribution that's similar to those
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- The structure is how we represent the probability distribution
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- Gradually move from $\theta_{min}$ to $\theta_{max}$
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- $P_{\theta} \approx P_{\theta+\epsilon}$
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- $P_{\theta_t}$ should contain all of the samples that exist in $P_{\theta_{t+1}}$. This allows you to refine from the uniform distribution toward the optimum distribution.
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