论文标题

试图追踪重要性抽样的诞生

An attempt to trace the birth of importance sampling

论文作者

Andral, Charly

论文摘要

在本说明中,我们试图追溯到1949年的重要性取样(IS)。我们在1949年6月从卡恩(Kahn)发表的一篇论文中发现了经典的表述。至于表达意义的重要性本身的出现,它可能已经出现在几个月后,也许是在1949年的1949年,但在1950年之前没有出版文章。

In this note, we try to trace the birth of importance sampling (IS) back to 1949. We found the classical formulation of IS in a paper from Kahn in June 1949. As for the appearance of the expression importance sampling itself, it may have appeared a few months later, maybe in 1949 during conferences, but there is no published article with the name before 1950.

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