Determination of suboptimal importance sampling functions by genetic algorithms

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...

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書目詳細資料
主要作者:	N. Harnpornchai
格式:	Conference Proceeding
出版:	2018
主題:	Engineering Social Sciences
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=56149108500&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/61055
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

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