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State-dependent importance sampling schemes via

โœ Scribed by Ad Ridder; Thomas Taimre


Book ID
106344861
Publisher
Springer US
Year
2009
Tongue
English
Weight
1015 KB
Volume
189
Category
Article
ISSN
0254-5330

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## A Monte Carlo variance reduction technique known as "importance sampling" has recently been applied to many problems in data communications. This technique holds the promise qf oflering vast improvements to traditional Monte Carlo methods. An overview of importance sampling applied to the calcula

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