The Interpretation of Conditional Monte Carlo as a Form of Importance Sampling

DOI10.1137/0136011MaRDI QIDQ3206124zbMATH OpenOpenAlexFDO

Authors Arie Dubi, Y. S. Horowitz

Publication date 1979

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0136011

zbMATH Keywords

importance samplingconditional Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sampling theory, sample surveys (62D05)

Cited in

(1)

• Optimal Formulae of the Conditional Monte Carlo

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