Importance sampling via a simulacrum

DOI10.1016/0016-0032(90)90082-TzbMATH Open0723.65151OpenAlexW2015879146MaRDI QIDQ757006FDOQ757006

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

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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)

Cites Work

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• Methods of reducing sample size in Monte Carlo computations
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Cited In (30)

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• Using Importance Sampling to Improve Simulation in Linkage Analysis
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• Importance sampling for a Monte Carlo matrix multiplication algorithm, with application to information retrieval
• Importance sampling-based estimation over AND/OR search spaces for graphical models
• 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
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• Nearly optimal importance sampling for Monte Carlo simulation of loss systems
• Computing highly accurate or exact \(P\)-values using importance sampling
• Importance Sampling for Tanner Trees
• Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis
• Weighted Average Importance Sampling and Defensive Mixture Distributions
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• 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 the random phase Gaussian channel
• Importance sampling for determining SRAM yield and optimization with statistical constraint
• 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
• Importance Sampling for Stochastic Simulations

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