منابع مشابه
Importance Sampling
We describe an application of using a change of sampling density to get easier access to rare events during numeric simulations (this is called importance sampling). Our emphasis is on the derivation of the change of density instead of the algorithmic details. We work a small example to make the technique concrete.
متن کاملImportance Sampling: A Caveat
What happens when one sets up a computer simulation using Importance Sampling theory and then, during the simulation, knowingly or unknowingly, generates the simulation uncertainty (e.g. channel noise) with statistics other than those assumed in the simulation setup? By exploring this simple question, we nd some interesting aspects of Importance Sampling that provide insight into its properties...
متن کاملImportance Sampling for Bayesian
Bayesian networks (BNs) offer a compact, intuitive, and efficient graphical representation of uncertain relationships among the variables in a domain and have proven their value in many disciplines over the last two decades. However, two challenges become increasingly critical in practical applications of Bayesian networks. First, real models are reaching the size of hundreds or even thousands ...
متن کاملAnnealed importance sampling
Abstract. Simulated annealing — moving from a tractable distribution to a distribution of interest via a sequence of intermediate distributions — has traditionally been used as an inexact method of handling isolated modes in Markov chain samplers. Here, it is shown how one can use the Markov chain transitions for such an annealing sequence to define an importance sampler. The Markov chain aspec...
متن کاملImportance Sampling Spherical Harmonics
In this paper we present the first practical method for importance sampling functions represented as spherical harmonics (SH). Given a spherical probability density function (PDF) represented as a vector of SH coefficients, our method warps an input point set to match the target PDF using hierarchical sample warping. Our approach is efficient and produces high quality sample distributions. As a...
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ژورنال
عنوان ژورنال: Computer Methods in Applied Mechanics and Engineering
سال: 2016
ISSN: 0045-7825
DOI: 10.1016/j.cma.2015.12.002