Reducing dimensionality effect in importance sampling simulations

J.L. Sanz-González, S. Zazo, F. Álvarez-Vaquero
2013 Electronics Letters  
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.
doi:10.1049/el.2013.1451 fatcat:tjq4b6e3kfha5itza3wklrp5ki