Monte Carlo Variance Reduction. Importance Sampling Techniques

Olariu S. Emanuel Florentin. Monte Carlo Variance Reduction. Importance Sampling Techniques. In Stephen M. Watt, Viorel Negru, Tetsuo Ida, Tudor Jebelean, Dana Petcu, Daniela Zaharie, editors, 11th International Symposium on Symbolic and Numeric Algorithms for Scientific Computing, SYNASC 2009, Timisoara, Romania, September 26-29, 2009. pages 137-141, IEEE Computer Society, 2009. [doi]

Abstract

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