Importance sampling for families of distributions (Q1578598): Difference between revisions
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Revision as of 14:30, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance sampling for families of distributions |
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Importance sampling for families of distributions (English)
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4 September 2000
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Importance sampling methods are developed in the context of Monte Carlo Markov chain simulation methods in statistical physics. Two choices of importance sampling methods are considered and applied to two examples (mean field Ising model with importance sampling uniform over energy levels and the witch's hat distribution with importance sampling by mixtures of distributions). Asymptotic results are derived and proven.
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Markov chain Monte Carlo
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statistical physics
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importance sampling
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