# Importance sampling

## Papers overview

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Review

2015

Review

2015

- 2015

The basic idea of importance sampling is to use independent samples from a proposal measure in order to approximate expectationsâ€¦Â (More)

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2014

Highly Cited

2014

- ArXiv
- 2014

Uniform sampling of training data has been commonly used in traditional stochastic optimization algorithms such as Proximalâ€¦Â (More)

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2012

Highly Cited

2012

- 2012

The Adaptive Multiple Importance Sampling (AMIS) algorithm is aimed at an optimal recycling of past simulations in an iteratedâ€¦Â (More)

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2008

Highly Cited

2008

- Statistics and Computing
- 2008

In this paper, we propose an adaptive algorithm that iteratively updates both the weights and component parameters of a mixtureâ€¦Â (More)

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2005

Highly Cited

2005

- 2005

The paper describes a simple, generic and yet highly accurate Efficient Importance Sampling (EIS) Monte Carlo (MC) procedure forâ€¦Â (More)

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2005

Highly Cited

2005

- Management Science
- 2005

simulation problem because default probabilities are low for highly rated obligors and because risk management is particularlyâ€¦Â (More)

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2005

Highly Cited

2005

- SIGGRAPH '05
- 2005

We present a new technique for importance sampling products of complex functions using wavelets. First, we generalize previousâ€¦Â (More)

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2001

Highly Cited

2001

- Statistics and Computing
- 2001

Abstract. Simulated annealing â€” moving from a tractable distribution to a distribution of interest via a sequence of intermediateâ€¦Â (More)

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1997

Highly Cited

1997

- 1997

Computing (ratios of) normalizing constants of probability models is a fundamental computational problem for many statistical andâ€¦Â (More)

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1996

Highly Cited

1996

- Statistics and Computing
- 1996

Although Markov chain Monte Carlo methods have been widely used in many disciplines, exact eigen analysis for such generatedâ€¦Â (More)

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