Keywords

Monte Carlo methodComputer scienceStatistical physicsPhysicsMathematicsStatistics

Related Publications

Truncated Importance Sampling

AbstractImportance sampling is a fundamental Monte Carlo technique. It involves generating a sample from a proposal distribution in order to estimate some property of a target d...

2008 Journal of Computational and Graphica... 195 citations

Publication Info

Year
2001
Type
book
Citations
7297
Access
Closed

External Links

Social Impact

Social media, news, blog, policy document mentions

Citation Metrics

7297
OpenAlex

Cite This

Arnaud Doucet, Nando de Freitas, Neil Gordon et al. (2001). Sequential Monte Carlo Methods in Practice. . https://doi.org/10.1007/978-1-4757-3437-9

Identifiers

DOI
10.1007/978-1-4757-3437-9