Importance sampling via a simulacrum

DOI10.1016/0016-0032(90)90082-TzbMath0723.65151OpenAlexW2015879146MaRDI QIDQ757006

Eric B. Hall, Gary L. Wise, Alan E. Wessel

Publication date: 1990

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(90)90082-t

zbMATH Keywords

importance samplingtail probabilitiesdata communicationMonte Carlo variance reduction

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Methods of Reducing Sample Size in Monte Carlo Computations
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