Determination of suboptimal importance sampling functions by genetic algorithms
Based on the notion of variance reduction, the term suboptimal Importance Sampling Function (ISF) is introduced and defined in this paper. A suboptimal ISF is an importance sampling Probability Density Function (PDF) that minimizes the variance of probability estimate. This paper presents a numerica...
Saved in:
| Main Author: | |
|---|---|
| Format: | Conference Proceeding |
| Published: |
2018
|
| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=56149108500&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/61055 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Chiang Mai University |