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Importance sampling
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== See also == * [[Monte Carlo method]] * [[Variance reduction]] * [[Stratified sampling]] * [[Monte Carlo integration#Recursive stratified sampling|Recursive stratified sampling]] * [[VEGAS algorithm]] * [[Particle filter]] — a sequential Monte Carlo method, which uses importance sampling * [[Auxiliary field Monte Carlo]] * [[Rejection sampling]] * [[Variable bitrate]] — a common audio application of importance sampling
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