• DocumentCode
    1488147
  • Title

    The importance of importance sampling

  • Author

    Beichl, Isabel ; Sullivan, Francis

  • Author_Institution
    Nat. Inst. of Stand. & Technol., Gaithersburg, MD, USA
  • Volume
    1
  • Issue
    2
  • fYear
    1999
  • Firstpage
    71
  • Lastpage
    73
  • Abstract
    Importance sampling is an underappreciated Monte Carlo technique. The authors have used it with great success. They share their insights. Importance sampling is designed to reduce the variance of the estimators for a given-size sample
  • Keywords
    importance sampling; probability; Monte Carlo technique; estimator variance reduction; importance sampling; probability; Functional programming; Monte Carlo methods; NIST; Probability distribution; Reactive power; Sampling methods;
  • fLanguage
    English
  • Journal_Title
    Computing in Science & Engineering
  • Publisher
    ieee
  • ISSN
    1521-9615
  • Type

    jour

  • DOI
    10.1109/5992.753049
  • Filename
    753049
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1488147