Optimal importance sampling for the approximation of integrals

Journal of Complexity

Volumn 26, Issue 2, 2010, Pages 125-134

  Hinrichs, Aicke ^a  

^a FRIEDRICH SCHILLER UNIVERSITY JENA   (Germany)

Author keywords

Importance sampling; Monte Carlo method; Multivariate integration; Randomized setting; Tractability

Indexed keywords

BANACH SPACES; DENSITY FUNCTIONAL THEORY; MONTE CARLO METHODS; PROBABILITY DENSITY FUNCTION; SAMPLING;

INTEGRATION PROBLEMS; MULTIVARIATE INTEGRATION; NON NEGATIVES; PROBABILITY DENSITIES; RANDOMIZED SETTINGS; REPRODUCING KERNEL HILBERT SPACES; TRACTABILITY; WORST CASE ERROR;

IMPORTANCE SAMPLING;

EID: 77949262289     PISSN: 0885064X     EISSN: 10902708     Source Type: Journal    
DOI: 10.1016/j.jco.2009.11.003     Document Type: Article

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