The sample size required in importance sampling (Q1650098)

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The sample size required in importance sampling
scientific article

    Statements

    title
    The sample size required in importance sampling (English)
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    author
    Sourav Chatterjee
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    Persi Diaconis
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    publication date
    29 June 2018
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    zbMATH Keywords
    importance sampling
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    Monte Carlo methods
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    Gibbs measure
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    phase transition
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    Identifiers

    DOI
    10.1214/17-AAP1326
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    Mathematics Subject Classification ID
    65C05
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    65C60
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    60F05
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    82B80
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    zbMATH DE Number
    6897951
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