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| CATEGORIES ABOUT VEGAS ALGORITHM | |
| monte carlo methods | |
| algorithms | |
| numerical analysis | |
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| If The Probability Distribution Is Chosen As <math>g | f/I(f)</math> then it can be shown that the variance <math>Var_g(f N)</math> vanishes, and the error in the estimate will be zero In practice it is not possible to sample from the exact distribution g for an arbitrary function, so importance sampling algorithms aim to produce efficient approximations to the desired distribution |
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