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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| Format: | Conference Proceeding |
| Published: |
2018
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| 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 |
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| Institution: | Chiang Mai University |
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