Beichl, I.
and Sullivan, F.
(1999),
The Importance of Importance Sampling, IEEE Computing in Science and Engineering
(Accessed January 14, 2025)
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The Importance of Importance Sampling
Published
Author(s)
,
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
Issues
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Created April 1, 1999, Updated February 17, 2017