DocumentCode

2603485

Title

On the Optimality and Stability of Exponential Twisting in Monte Carlo Estimation

Author

Sadowsky, John S.

Author_Institution

Purdue University, IN

fYear

1993

fDate

17-22 Jan 1993

Firstpage

313

Lastpage

313

Keywords

Convergence; Costs; Laplace equations; Monte Carlo methods; Multidimensional systems; Probability distribution; Sampling methods; Stability; Vectors;

fLanguage

English

Publisher

ieee

Conference_Titel

Information Theory, 1993. Proceedings. 1993 IEEE International Symposium on

Print_ISBN

0-7803-0878-6

Type

conf

DOI

10.1109/ISIT.1993.748627

Filename

748627