1 Introduction

2 Inverse Probability Weight Estimators
2.1 Horvitz-Thompson vs. Hájek Estimator
2.2 Bayesian solutions for Wasserman [2004]'s problem
2.3 Properties of Li’s Bayesian estimator

3 Simulation Examples
3.1 Comparing IPW estimators for Wasserman’s example

4 Monte Carlo
4.1 Importance sampling and vertical likelihood
4.2 Semi-parametric model for Monte Carlo integration
4.3 Quadrature methods
4.4 A Bayesian perspective

5 Discussion