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Importance Sampling MC estimates are more efficient when each point (event) has approximately the same value of f

  • Choose a big number of events in the region f value is largest and
  • compensate this by reducing f value in this region
  • PDF ¯
  • - known analytically
  • Events are chosen according to G(x) instead of uniformly
  • general method to remove infinite singularities in f(x) by using a sampling function g with a similar singularity in the same place one-dimension-at-a-time