Usage of the importance sample in Monte Carlo methods

DOI10.1515/mcma.2000.6.4.341zbMath0974.65003OpenAlexW2088321187MaRDI QIDQ2708286

A. V. Voitishek, Sergey A. Ukhinov

Publication date: 29 November 2001

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2000.6.4.341

zbMATH Keywords

Monte Carlo methodsintegralsampling algorithmsimportance sample

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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