The Interpretation of Conditional Monte Carlo as a Form of Importance Sampling

DOI10.1137/0136011zbMath0416.62019OpenAlexW1992562996MaRDI QIDQ3206124

Y. S. Horowitz, Arie Dubi

Publication date: 1979

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0136011

zbMATH Keywords

importance samplingconditional Monte Carlo

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05)

Related Items (1)

Optimal Formulae of the Conditional Monte Carlo

This page was built for publication: The Interpretation of Conditional Monte Carlo as a Form of Importance Sampling