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Monte Carlo统计方法_Monte Carlo Integration
Monte Carlo Statistical Methods/October 29, 2001 76
3 Monte Carlo Integration
3.1 Introduction
3.2 Classical Monte Carlo Integration
3.3 Importance Sampling
3.4 Acceleration Methods
Monte Carlo Statistical Methods/October 29, 2001 77
3.1 Introduction
Two major classes of numerical problems that arise in statistical
inference
optimization - generally associated with the likelihood
approach
integration-
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