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Variance analysis of multiple importance sampling schemes
Statistics ( IF 1.9 ) Pub Date : 2023-12-27 , DOI: 10.1080/02331888.2023.2294484
Rahul Mukerjee 1 , Víctor Elvira 2
Affiliation  

Multiple importance sampling (MIS) is an increasingly used methodology where several proposal densities are used to approximate integrals, generally involving target probability density functions. ...

中文翻译:

多重重要性抽样方案的方差分析

多重重要性抽样 (MIS) 是一种越来越多使用的方法,其中使用多个提议密度来近似积分,通常涉及目标概率密度函数。 ...
更新日期:2023-12-27
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