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Demonstrate importance sampling with splitting #70

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adolgert opened this issue May 29, 2024 · 0 comments
Open

Demonstrate importance sampling with splitting #70

adolgert opened this issue May 29, 2024 · 0 comments

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@adolgert
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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.

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