Adaptive importance sampling in monte carlo integration (Q5287303)
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scientific article; zbMATH DE number 232690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive importance sampling in monte carlo integration |
scientific article; zbMATH DE number 232690 |
Statements
Adaptive importance sampling in monte carlo integration (English)
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17 February 1994
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Monte Carlo integration
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variance reduction
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quadrature formula
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Monte Carlo method
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iterative method
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adaptive importance sampling
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convergence
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stopping rules
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