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重要度抽样方法
释义
重要度抽样方法
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importance sampling method
重要度抽样方法
一些特定蒙特卡罗方法的总称,这些方法基于将目标随机变量的数学期望通过来自另一分布的随机变量的加权平均值来近似。又称偏倚抽样法。
Mathematics
>数理统计>非参数统计>释义
importance sampling
重要度抽样方法
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