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Add Importance Sampling to MonteCarloQuadrature #533

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pbauman opened this issue Jan 25, 2017 · 0 comments
Open

Add Importance Sampling to MonteCarloQuadrature #533

pbauman opened this issue Jan 25, 2017 · 0 comments

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@pbauman
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pbauman commented Jan 25, 2017

As discussed in #526, it would be nice to be able to do importance sampling in the MonteCarloQuadrature. We can add either another constructor, or an optional pointer argument to the existing constructor, where the user could pass the random variable from which they'd like to sample (instead of uniform).
roystgnr added a commit to roystgnr/queso that referenced this issue Apr 11, 2017
@roystgnr
Reference experiment where needed, not simulation
fea49d2 
This appears to be the correct fix for libqueso#533; thanks to @briadam for
tracking it down.

This *doesn't* appear to change our regression results, however, which
is a bit worrying...
@roystgnr roystgnr mentioned this issue Apr 11, 2017
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