Title :
On the Optimality and Stability of Exponential Twisting in Monte Carlo Estimation
Author :
Sadowsky, John S.
Author_Institution :
Purdue University, IN
Keywords :
Convergence; Costs; Laplace equations; Monte Carlo methods; Multidimensional systems; Probability distribution; Sampling methods; Stability; Vectors;
Conference_Titel :
Information Theory, 1993. Proceedings. 1993 IEEE International Symposium on
Print_ISBN :
0-7803-0878-6
DOI :
10.1109/ISIT.1993.748627
