Usage of the importance sample in Monte Carlo methods (Q2708286)
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scientific article; zbMATH DE number 1588144
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| English | Usage of the importance sample in Monte Carlo methods |
scientific article; zbMATH DE number 1588144 |
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Usage of the importance sample in Monte Carlo methods (English)
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29 November 2001
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Monte Carlo methods
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sampling algorithms
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integral
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importance sample
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This article considers the problem of sampling to compute integrals using Monte Carlo methods. It is shown that when the optimal sample is not given beforehand, it is better to use not the exactly optimal but close to optimal sample values.
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0.8190211057662964
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0.8095995187759399
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0.8091629147529602
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0.8066146969795227
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0.7930815815925598
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