queso icon indicating copy to clipboard operation
queso copied to clipboard

Add Importance Sampling to MonteCarloQuadrature

Open pbauman opened this issue 9 years ago • 0 comments

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).

pbauman avatar Jan 25 '17 21:01 pbauman