Importance sampling via a simulacrum

DOI10.1016/0016-0032(90)90082-TMaRDI QIDQ757006zbMATH OpenOpenAlexFDO

Authors Alan E. Wessel, Eric B. Hall, Gary L. Wise

Publication date 1990

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0016-0032(90)90082-t

zbMATH Keywords

importance samplingtail probabilitiesdata communicationMonte Carlo variance reduction

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Sampling theory, sample surveys (62D05) Analysis of variance and covariance (ANOVA) (62J10)

Recommendations

• Importance Sampling for Stochastic Simulations
• Importance sampling for the random phase Gaussian channel
• Nearly optimal importance sampling for Monte Carlo simulation of loss systems
• scientific article; zbMATH DE number 1829855
• A class of optimum importance sampling strategies

Cites work

• scientific article; zbMATH DE number 3841285 (Why is no real title available?)
• scientific article; zbMATH DE number 4070125 (Why is no real title available?)
• scientific article; zbMATH DE number 3196612 (Why is no real title available?)
• Methods of reducing sample size in Monte Carlo computations

Cited in

(30)

• Importance Sampling for Stochastic Simulations
• Consistent estimation of the accuracy of importance sampling using regenerative simulation
• Importance sampling and mean-square error in neural detector training
• scientific article; zbMATH DE number 1881102 (Why is no real title available?)
• Quick simulation of detector error probabilities in the presence of memory and nonlinearity
• A randomized bias technique for the importance sampling simulation of Bayesian equalizers
• Safe and Effective Importance Sampling
• Using Importance Sampling to Improve Simulation in Linkage Analysis
• Importance sampling-based estimation over AND/OR search spaces for graphical models
• scientific article; zbMATH DE number 2104318 (Why is no real title available?)
• Importance sampling for a Monte Carlo matrix multiplication algorithm, with application to information retrieval
• Computationally efficient nonparametric importance sampling
• Universal Simulation Distributions
• Importance sampling for Gibbs random fields
• Performance evaluation via Monte Carlo importance sampling in single user digital communication systems
• Importance sampling in signal processing applications
• scientific article; zbMATH DE number 1829855 (Why is no real title available?)
• Computing highly accurate or exact \(P\)-values using importance sampling
• Nearly optimal importance sampling for Monte Carlo simulation of loss systems
• Importance Sampling for Tanner Trees
• Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis
• Weighted Average Importance Sampling and Defensive Mixture Distributions
• scientific article; zbMATH DE number 1928750 (Why is no real title available?)
• On the efficiency of importance sampling techniques for polarization-mode dispersion in optical fiber transmission systems
• A note on estimating false alarm rates via importance sampling
• Importance sampling for determining SRAM yield and optimization with statistical constraint
• Importance sampling for the random phase Gaussian channel
• Simulating level-crossing probabilities by importance sampling
• Examples comparing importance sampling and the Metropolis algorithm
• Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws

This page was built for publication: Importance sampling via a simulacrum

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q757006)