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US 2014/0278296 A1Published application
Selective importance sampling
AssigneeInternational Business Machines Corporation
InventorsRajiv V. Joshi, Rouwaida N. Kanj, Pranita Kerber
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Abstract
The present disclosure relates generally to the field of selective importance sampling. In various examples, selective importance sampling may be implemented in the form of methods and/or algorithms.
Claims8
A method implemented in a computer system for performing selective importance sampling on a plurality of data points, the method comprising:
- performing a first phase importance sampling, by the computer system, of the plurality of data points to form a first subset of data points;
- determining, by the computer system, a center of gravity of the first subset of data points;
- determining by the computer system, based at least in part upon the center of gravity, an orthogonal hyperplane;
- and
- performing a second phase importance sampling by the computer system, wherein the second phase importance sampling comprises:
- determining by the computer system, for each point in the first subset of data points, whether each point is above the orthogonal hyperplane;
- and
- forming by the computer system a second subset of data points, wherein the second subset of data points is a subset of the first subset of data points and wherein the second subset of data points excludes each point of the first subset of points that has been determined to be above the orthogonal hyperplane.
5 more elements
Dependencies are inferred from the claim text.