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

DOI10.1137/0136011zbMATH Open0416.62019OpenAlexW1992562996MaRDI QIDQ3206124FDOQ3206124

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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