Open AccessReducing dimensionality effect in importance sampling simulations
Author(s) -
SanzGonzález J.L.,
Zazo S.,
ÁlvarezVaquero F.
Publication year - 2013
Publication title -
electronics letters
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.375
H-Index - 146
ISSN - 1350-911X
DOI - 10.1049/el.2013.1451
Subject(s) - estimator , curse of dimensionality , statistic , sampling (signal processing) , false alarm , statistics , computer science , event (particle physics) , mathematics , algorithm , physics , filter (signal processing) , quantum mechanics , computer vision
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.