You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
We should demonstrate a common technique for importance sampling. If there is a rare event, and the simulation nears that event, then split the simulation into multiple copies, weighting each by the fraction of the split, in order to improve statistics on the rare event. This requires a copy operation for the sampler and for the rest of the simulation, but it is otherwise simple.
The text was updated successfully, but these errors were encountered:
We should demonstrate a common technique for importance sampling. If there is a rare event, and the simulation nears that event, then split the simulation into multiple copies, weighting each by the fraction of the split, in order to improve statistics on the rare event. This requires a copy operation for the sampler and for the rest of the simulation, but it is otherwise simple.
The text was updated successfully, but these errors were encountered: