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PUBLICATIONS

The Importance of Importance Sampling

Published

Author(s)

Isabel M. Beichl, F Sullivan

Abstract

This is a tutorial article on Monte Carlo technique of importance sampling that has been under-appreciated. We recently used it with great success and so we share our insights with our readers. Importance sampling is a form of Monte Carlo sampling designed to reduce the variance of the estimators for a given size sample.
Citation
IEEE Computing in Science and Engineering
Volume
1
Issue
No. 2
Pub Type
Journals

Keywords

importance sampling, mathematical modeling, Monte Carlo, simulation

Citation

Beichl, I. and Sullivan, F. (1999), The Importance of Importance Sampling, IEEE Computing in Science and Engineering (Accessed November 29, 2023)

Created April 1, 1999, Updated February 17, 2017