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Volumn 35, Issue 3, 1999, Pages 917-925

New results in importance sampling

Author keywords

[No Author keywords available]

Indexed keywords

CHERNOFF IMPORTANCE SAMPLING METHOD; LARGE DEVIATION THEORY; RANDOM VARIABLES;

EID: 0033155641     PISSN: 00189251     EISSN: None     Source Type: Journal    
DOI: 10.1109/7.784061     Document Type: Article
Times cited : (20)

References (16)
  • 3
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    • Gregers-Hansen, V. (1974) Importance sampling in computer simulation of signal processors. Computers and Electrical Engineering, 1 (1974), 545-550.
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    • Gregers-Hansen, V.1
  • 4
    • 0020590158 scopus 로고
    • Theoretical aspects of importance sampling applied to false alarms
    • 29 (Jan. 1983), 73-82.
    • Lank, G. W. (1983) Theoretical aspects of importance sampling applied to false alarms. IEEE Transactions on Information Theory, IT-29 (Jan. 1983), 73-82.
    • (1983) IEEE Transactions on Information Theory, IT
    • Lank, G.W.1
  • 6
    • 21144460219 scopus 로고
    • Integration of multimodal functions by Monte Carlo importance sampling
    • 88 (1993), 450-456.
    • Oh, M. S Berger, J. (1993) Integration of multimodal functions by Monte Carlo importance sampling. Journal of the American Statistical Association, 88 (1993), 450-456.
    • (1993) Journal of the American Statistical Association
    • Oh, M.S.1    Berger, J.2
  • 8
    • 0000782444 scopus 로고
    • Approximating posterior distributions by mixtures
    • 55 (1993), 409-422.
    • West, M. (1993) Approximating posterior distributions by mixtures. Journal of Royal Statistical Society, Ser. B, 55 (1993), 409-422.
    • (1993) Journal of Royal Statistical Society, Ser. B
    • West, M.1
  • 10
    • 0031192126 scopus 로고    scopus 로고
    • Detection of a spatially distributed target in white noise
    • 4, 7 (July 1997), 198-208.
    • Gerlach, K., Steiner, M. J Lin, F. C. (1997) Detection of a spatially distributed target in white noise. IEEE Signal Processing Letters, 4, 7 (July 1997), 198-208.
    • (1997) IEEE Signal Processing Letters
    • Gerlach, K.1    Steiner, M.J.2    Lin, F.C.3
  • 11
    • 34547277366 scopus 로고
    • Detection, Estimation, and Modulation Theory, Vol. 1
    • Van Trees, H. L. (1971) Detection, Estimation, and Modulation Theory, Vol. 1. New York: Wiley, 1971.
    • (1971) New York: Wiley, 1971.
    • Van Trees, H.L.1
  • 13
    • 33747895536 scopus 로고    scopus 로고
    • On large deviation from the invariant measure
    • 22 (1997), 24-39.
    • Gärtner, J. (1997) On large deviation from the invariant measure. Theory Prob. Appl., 22 (1997), 24-39.
    • (1997) Theory Prob. Appl.
    • Gärtner, J.1
  • 14
    • 0002334734 scopus 로고
    • Large deviations for a general class of random vectors
    • 12 (1984), 1-12.
    • Ellis, R. S. (1984) Large deviations for a general class of random vectors. Annals of Probability, 12 (1984), 1-12.
    • (1984) Annals of Probability
    • Ellis, R.S.1
  • 15
    • 0025432132 scopus 로고
    • On large deviations theory and asymptotically efficient Monte Carlo estimation
    • 36 (1990), 579-588.
    • Sadowsky, J. S Bucklew, J. A. (1990) On large deviations theory and asymptotically efficient Monte Carlo estimation. IEEE Transactions on Information Theory, 36 (1990), 579-588.
    • (1990) IEEE Transactions on Information Theory
    • Sadowsky, J.S.1    Bucklew, J.A.2
  • 16
    • 0031146656 scopus 로고    scopus 로고
    • Quick simulation: A review of importance sampling techniques in communications systems
    • 15, 4 (1997), 597-613.
    • Smith, P. J., Shafi, M Gao, H. (1997) Quick simulation: A review of importance sampling techniques in communications systems. IEEE Journal on Selected Areas of Communications, 15, 4 (1997), 597-613.
    • (1997) IEEE Journal on Selected Areas of Communications
    • Smith, P.J.1    Shafi, M.2    Gao, H.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.