Conditional Monte Carlo revisited
Conditional Monte Carlo revisited
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Publisher
Oxford: Blackwell Publishing Ltd
Journal title
Language
English
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Publisher
Oxford: Blackwell Publishing Ltd
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Scope and Contents
Contents
Conditional Monte Carlo refers to sampling from the conditional distribution of a random vector X given the value T(X)=t for a function T(X). Classical conditional Monte Carlo methods were designed for estimating conditional expectations of functions ϕ(X) by sampling from unconditional distributions obtained by certain weighting schemes. The basic...
Alternative Titles
Full title
Conditional Monte Carlo revisited
Authors, Artists and Contributors
Author / Creator
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TN_cdi_proquest_journals_2701713591
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2701713591
Other Identifiers
ISSN
0303-6898
E-ISSN
1467-9469
DOI
10.1111/sjos.12549
