Importance sampling
id:
importance-sampling-176-15354417
title:
Importance sampling
text:
Importance sampling is a Monte Carlo method for evaluating properties of a particular distribution, while only having samples generated from a different distribution than the distribution of interest. Its introduction in statistics is generally attributed to a paper by Teun Kloek and Herman K. van Dijk in 1978, but its precursors can be found in statistical physics as early as 1949. Importance sampling is also related to umbrella sampling in computational physics. Depending on the application, t
brand slug:
wiki
category slug:
encyclopedia
description:
Distribution estimation technique
original url:
https://en.wikipedia.org/wiki/Importance_sampling
date created:
2004-07-30T18:25:44Z
date modified:
2024-09-03T19:30:08Z
main entity:
{"identifier":"Q1539564","url":"https://www.wikidata.org/entity/Q1539564"}
image:
fields total:
13
integrity:
15