Fourier Analysis of Correlated Monte Carlo Importance Sampling

Gurprit Singh; Kartic Subr; David Coeurjolly; Victor Ostromoukhov; Wojciech Jarosz

doi:10.1111/cgf.13613

Fourier Analysis of Correlated Monte Carlo Importance Sampling

Computer Graphics Forum ◽

10.1111/cgf.13613 ◽

2019 ◽

Vol 39 (1) ◽

pp. 7-19 ◽

Cited By ~ 2

Author(s):

Gurprit Singh ◽

Kartic Subr ◽

David Coeurjolly ◽

Victor Ostromoukhov ◽

Wojciech Jarosz

Keyword(s):

Monte Carlo ◽

Fourier Analysis ◽

Importance Sampling ◽

Monte Carlo Importance Sampling

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05/00471 Monte Carlo importance sampling optimization for system reliability applications

Fuel and Energy Abstracts ◽

10.1016/s0140-6701(05)80472-2 ◽

2005 ◽

Vol 46 (1) ◽

pp. 62

Keyword(s):

Monte Carlo ◽

Importance Sampling ◽

System Reliability ◽

Monte Carlo Importance Sampling ◽

Sampling Optimization

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Monte Carlo importance sampling optimization for system reliability applications

Annals of Nuclear Energy ◽

10.1016/j.anucene.2004.01.004 ◽

2004 ◽

Vol 31 (9) ◽

pp. 1005-1025 ◽

Cited By ~ 7

Author(s):

Luca Campioni ◽

Paolo Vestrucci

Keyword(s):

Monte Carlo ◽

Importance Sampling ◽

System Reliability ◽

Monte Carlo Importance Sampling ◽

Sampling Optimization

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Distributed detection fusion via Monte Carlo importance sampling

2016 35th Chinese Control Conference (CCC) ◽

10.1109/chicc.2016.7554103 ◽

2016 ◽

Cited By ~ 2

Author(s):

Hang Rao ◽

Xiaojing Shen ◽

Yunmin Zhu ◽

Jianxin Pan

Keyword(s):

Monte Carlo ◽

Importance Sampling ◽

Distributed Detection ◽

Monte Carlo Importance Sampling

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Monte Carlo (Importance) Sampling within a Benders Decomposition Algorithm for Stochastic Linear Programs Extended Version: Including Results of Large-Scale Problems

10.21236/ada236419 ◽

1991 ◽

Cited By ~ 6

Author(s):

Gerd Infanger

Keyword(s):

Monte Carlo ◽

Importance Sampling ◽

Large Scale ◽

Benders Decomposition ◽

Linear Programs ◽

Extended Version ◽

Large Scale Problems ◽

Monte Carlo Importance Sampling ◽

Benders Decomposition Algorithm ◽

Stochastic Linear Programs

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A weighted discrepancy bound of quasi-Monte Carlo importance sampling

Statistics & Probability Letters ◽

10.1016/j.spl.2019.01.014 ◽

2019 ◽

Vol 149 ◽

pp. 100-106 ◽

Cited By ~ 1

Author(s):

Josef Dick ◽

Daniel Rudolf ◽

Houying Zhu

Keyword(s):

Monte Carlo ◽

Importance Sampling ◽

Quasi Monte Carlo ◽

Monte Carlo Importance Sampling ◽

Weighted Discrepancy

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Performance and Robustness of the Monte Carlo Importance Sampling Algorithm Using Parallelized S-ADAPT for Basic and Complex Mechanistic Models

The AAPS Journal ◽

10.1208/s12248-011-9258-9 ◽

2011 ◽

Vol 13 (2) ◽

pp. 212-226 ◽

Cited By ~ 66

Author(s):

Jurgen B. Bulitta ◽

Cornelia B. Landersdorfer

Keyword(s):

Monte Carlo ◽

Importance Sampling ◽

Mechanistic Models ◽

Sampling Algorithm ◽

Monte Carlo Importance Sampling

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Maximum likelihood parameter estimation of superimposed chirps using Monte Carlo importance sampling

IEEE Transactions on Signal Processing ◽

10.1109/78.978378 ◽

2002 ◽

Vol 50 (2) ◽

pp. 224-230 ◽

Cited By ~ 56

Author(s):

S. Saha ◽

S.M. Kay

Keyword(s):

Monte Carlo ◽

Parameter Estimation ◽

Maximum Likelihood ◽

Importance Sampling ◽

Monte Carlo Importance Sampling

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Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities

Statistics and Computing ◽

10.1007/s11222-013-9384-6 ◽

2013 ◽

Vol 24 (4) ◽

pp. 505-520 ◽

Cited By ~ 3

Author(s):

Sooyoung Cheon ◽

Faming Liang ◽

Yuguo Chen ◽

Kai Yu

Keyword(s):

Monte Carlo ◽

Importance Sampling ◽

Stochastic Approximation ◽

Conditional Probabilities ◽

Monte Carlo Importance Sampling

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MMSE decoding for analog joint source channel coding using monte carlo importance sampling

2009 IEEE 10th Workshop on Signal Processing Advances in Wireless Communications ◽

10.1109/spawc.2009.5161872 ◽

2009 ◽

Cited By ~ 4

Author(s):

Yichuan Hu ◽

Javier Garcia-Frias ◽

Meritxell Lamarca

Keyword(s):

Monte Carlo ◽

Importance Sampling ◽

Channel Coding ◽

Joint Source Channel Coding ◽

Monte Carlo Importance Sampling ◽

Source Channel Coding

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05/00892 Monte carlo importance sampling optimization for system reliability applications

Fuel and Energy Abstracts ◽

10.1016/s0140-6701(05)80895-1 ◽

2005 ◽

Vol 46 (2) ◽

pp. 129

Keyword(s):

Monte Carlo ◽

Importance Sampling ◽

System Reliability ◽

Monte Carlo Importance Sampling ◽

Sampling Optimization

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