
An attempt to trace the birth of importance sampling
Andral, Charly (2022), An attempt to trace the birth of importance sampling. https://basepub.dauphine.psl.eu/handle/123456789/23111
View/ Open
Type
Document de travail / Working paperDate
2022Series title
Cahier de recherche CEREMADE, Université Paris Dauphine-PSLPublished in
Paris
Pages
3
Metadata
Show full item recordAbstract (EN)
In this note, we try to trace the birth of importance sampling (IS) back to 1949. We found the classical formulation of IS in a paper from Kahn in June 1949. As for the appearance of the expression importance sampling itself, it may have appeared a few months later, maybe in 1949 during conferences, but there is no published article with the name before 1950.Subjects / Keywords
Importance sampling; Monte Carlo MethodsRelated items
Showing items related by title and author.
-
Bouville, Gregor (2010) Communication / Conférence
-
Bricard, Damien; Jusot, Florence; Trannoy, Alain; Tubeuf, Sandy (2020) Article accepté pour publication ou publié
-
Bouyssou, Denis; Pirlot, Marc (2005) Article accepté pour publication ou publié
-
Ott, Daniela (2018-12-10) Thèse
-
Casarin, Roberto; Craiu, Radu V.; Frattarolo, Lorenzo; Robert, Christian (2022) Document de travail / Working paper