Importance sampling: how to approach the optimal density?

DOI10.1088/0143-0807/31/2/L01zbMATH Open1192.82008MaRDI QIDQ3559255FDOQ3559255

Authors: Jérôme Morio 

Publication date: 12 May 2010

Published in: European Journal of Physics (Search for Journal in Brave)

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zbMATH Keywords

importance samplingprobability density function (PDF)

Mathematics Subject Classification ID

Classical equilibrium statistical mechanics (general) (82B05)

Cited In (6)

• Importance sampling and mean-square error in neural detector training
• Rare event probability estimation in the presence of epistemic uncertainty on input probability distribution parameters
• Title not available (Why is that?)
• Importance sampling in signal processing applications
• Importance sampling in rare event simulation
• Importance sampling for determining SRAM yield and optimization with statistical constraint

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