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math.ST2022
A Statistical Approach to Broken Stick Problems
Rahul Mukerjee
Let a stick be broken at random at n-1 points to form n pieces. We consider three problems on forming k-gons with k out of these n pieces, and show how a statistical approach, thro…
math.ST2022
Variance Analysis of Multiple Importance Sampling Schemes
Rahul Mukerjee, Víctor Elvira
Multiple importance sampling (MIS) is an increasingly used methodology where several proposal densities are used to approximate integrals, generally involving target probability de…