GitHub - WinVector/Importance-Sampling: Importance Sampling Example

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Simple exaple of Importance Sampling
see: 
     http://www.win-vector.com/blog/2012/01/importance-sampling/

based on:     
      "A Tutorial on the Cross-Entropy Method" Pieter-TJerk de Boer, Dirk P Kroese, Shie Mannor, and Reuven Y Rubinstein, Annals of Operations Research, 2005 vol. 134 (1) pp. 19-67.



Copyright 2011 Win-Vector LLC
Distributed under GPLv3 license (see http://www.gnu.org/copyleft/gpl.html).

To run example:
   java com.winvector.sample.example.DefaultExample