Efficient Importance Sampling for Binary Contingency Tables

Importance sampling has been reported to produce algorithms with excellent empirical performance in counting problems. However, the theoretical support for its efficiency in these applications has been very limited. In this paper, we propose a methodology that can be used to design efficient importa...

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Veröffentlicht in:	The Annals of applied probability 2009-06, Vol.19 (3), p.949-982
1. Verfasser:	Blanchet, Jose H.
Format:	Artikel
Sprache:	eng
Schlagworte:	05A16 05C30 60J20 62Q05 68W20 Algorithms Approximate counting Approximation Binary system binary tables bipartate graphs changes-of-measure Cost efficiency Cost estimates Design efficiency Doob h-transform Estimators importance sampling Liapunov functions Markov processes Mathematical models Mathematical vectors Probability Random walk rare-event simulation Sampling Sampling distributions
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