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Monte-Carlo based uncertainty analysis: Sampling efficiency and sampling convergence

โœ Scribed by Hans Janssen


Book ID
119357812
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
681 KB
Volume
109
Category
Article
ISSN
0951-8320

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โœ Zhiming Lu; Dongxiao Zhang ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 676 KB

In this study we introduce a new approach named importance sampling or quick simulations. The method has been extensively used in communication theory in estimating probability of rare events. The basic idea behind importance sampling techniques is that certain values of the input random variables (