Reducing the dimensionality effect in importance sampling simulations

Sanz Gonzalez, Jose Luis and Zazo Bello, Santiago and Álvarez Vaquero, F. (2013). Reducing the dimensionality effect in importance sampling simulations. "Electronic Letters", v. 49 (n. 23); pp. 1479-1481. ISSN 0013-5194. https://doi.org/10.1049/el.2013.1451.

Description

Title: Reducing the dimensionality effect in importance sampling simulations
Author/s:
  • Sanz Gonzalez, Jose Luis
  • Zazo Bello, Santiago
  • Álvarez Vaquero, F.
Item Type: Article
Título de Revista/Publicación: Electronic Letters
Date: November 2013
ISSN: 0013-5194
Volume: 49
Subjects:
Faculty: E.T.S.I. Telecomunicación (UPM)
Department: Señales, Sistemas y Radiocomunicaciones
Creative Commons Licenses: Recognition - No derivative works - Non commercial

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Abstract

The dimensionality effect is avoided by the use of sufficient statistics in event probability estimators realised by importance sampling. If the system function is not a sufficient statistic, an approach is proposed to reduce the dimensionality effect in the estimators. Simulation results of false-alarm probability estimations, applied to radar detection, confirm a clear concordance with the theoretical results

More information

Item ID: 26860
DC Identifier: http://oa.upm.es/26860/
OAI Identifier: oai:oa.upm.es:26860
DOI: 10.1049/el.2013.1451
Official URL: http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6675740
Deposited by: Memoria Investigacion
Deposited on: 28 Jun 2014 10:07
Last Modified: 22 Sep 2014 11:43
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