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Importance sampling: how to approach the optimal density? - MaRDI portal

Importance sampling: how to approach the optimal density? (Q3559255)

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Importance sampling: how to approach the optimal density?
scientific article

    Statements

    title
    Importance sampling: how to approach the optimal density? (English)
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    author
    Jérôme Morio
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    publication date
    12 May 2010
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    zbMATH Keywords
    importance sampling
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    probability density function (PDF)
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    Identifiers

    zbMATH DE Number
    5707161
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