{"paper":{"title":"Importance Sampling and Necessary Sample Size: an Information Theory Approach","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"stat.CO","authors_text":"Daniel Sanz-Alonso","submitted_at":"2016-08-31T12:06:27Z","abstract_excerpt":"Importance sampling approximates expectations with respect to a target measure by using samples from a proposal measure. The performance of the method over large classes of test functions depends heavily on the closeness between both measures. We derive a general bound that needs to hold for importance sampling to be successful, and relates the $f$-divergence between the target and the proposal to the sample size. The bound is deduced from a new and simple information theory paradigm for the study of importance sampling. As examples of the general theory we give necessary conditions on the sam"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1608.08814","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}