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https://github.com/winvector/importance-sampling
Importance Sampling Example
https://github.com/winvector/importance-sampling
Last synced: 13 days ago
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Importance Sampling Example
- Host: GitHub
- URL: https://github.com/winvector/importance-sampling
- Owner: WinVector
- Created: 2011-12-25T17:10:46.000Z (about 13 years ago)
- Default Branch: main
- Last Pushed: 2020-06-22T21:32:46.000Z (over 4 years ago)
- Last Synced: 2024-11-07T03:16:53.768Z (2 months ago)
- Language: Java
- Homepage: http://www.win-vector.com/blog/2012/01/importance-sampling/
- Size: 4.88 KB
- Stars: 2
- Watchers: 6
- Forks: 2
- Open Issues: 0
-
Metadata Files:
- Readme: README.txt
Awesome Lists containing this project
README
Simple exaple of Importance Sampling
see:
http://www.win-vector.com/blog/2012/01/importance-sampling/
based on:
"A Tutorial on the Cross-Entropy Method" Pieter-TJerk de Boer, Dirk P Kroese, Shie Mannor, and Reuven Y Rubinstein, Annals of Operations Research, 2005 vol. 134 (1) pp. 19-67.
Copyright 2011 Win-Vector LLC
Distributed under GPLv3 license (see http://www.gnu.org/copyleft/gpl.html).
To run example:
java com.winvector.sample.example.DefaultExample