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This is a general article on a Monte Carlo method different from the traditional Metropolis algorithm. Sampling is done according to a non-uniform probability distribution that is generated as the choice is being made.
algorithms, Monte carlo methods, sampling, sequential importance sampling
Citation
Beichl, I.
and Sullivan, F.
(2006),
The Other Monte Carlo Method, Computing in Science & Engineering, [online], https://tsapps.nist.gov/publication/get_pdf.cfm?pub_id=150376
(Accessed December 8, 2023)