PARNI for importance sampling and density estimation - High Energy Physics - PhenomenologyReportar como inadecuado




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Abstract: We present an aid for importance sampling in Monte Carlo integration, whichis of the general-purpose type in the sense that it in principle deals with anyquadratically integrable integrand on a unit hyper-cube of arbitrary dimension.In contrast to most existing systems of this type, it does not ask for theintegrand as an input variable, but provides a number of routines which can beplugged into a given Monte Carlo program in order to improve its efficiency -onthe fly- while running. Due to the nature of its design, it can also be usedfor density estimation, i.e., for the analysis of data points coming from anexternal source.



Autor: A. van Hameren

Fuente: https://arxiv.org/







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