On the optimality and stability of exponential twisting in Monte Carlo estimation (Q4034438)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the optimality and stability of exponential twisting in Monte Carlo estimation |
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On the optimality and stability of exponential twisting in Monte Carlo estimation (English)
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16 May 1993
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importance sampling
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Monte Carlo technique
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optimized exponentially twisted distribution
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asymptotically optimal sampling distribution
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error moments
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sample mean
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sample variance estimators
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uniform asymptotic stability property
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