Work

Adaptive channels for data analysis and importance sampling

Year: 2003

Type: preprint

Abstract: The adaptive multi-channel method is applied to derive probability distributions from data samples. Moreover, an explicit algorithm is introduced, for which both the channel weights and the channels themselves are adaptive, and which can be used both for data analysis and for importance sampling in Monte Carlo integration. Finally, it is pointed out how the usefulness for data analysis can be used to optimize the integration procedure.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.hep-ph/0301036

Author: van Hameren, A.

Language: English

Topic: Markov Chains and Monte Carlo Methods

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2170724397

Cites: 5

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Related to: 10