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Importance Sampling

We describe briefly the powerful simulation technique known as “importance sampling.” Importance sampling is a technique that allows you to use numerical simulation to explore events that, at first look, appear too rare to be reliably approximated numerically. The correctness of importance sampling follows almost immediately from the definition of […]

The Local to Global Principle

We describe the “the local to global principle.” It is a principle used to break algorithmic problem solving into two distinct phases (local criticism followed by global solution) and is an aid both in the design and in the application of algorithms. Instead of giving a formal definition of the […]