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Generalizing the Balance Heuristic Estimator in Multiple Importance Sampling
In this paper, we propose a novel and generic family of multiple importance sampling estimators. We first revisit the celebrated balance heuristic estimator, a widely used Monte Carlo technique for the approximation of intractable integrals. Then, we establish a generalized framework for the combina...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8871238/ https://www.ncbi.nlm.nih.gov/pubmed/35205487 http://dx.doi.org/10.3390/e24020191 |