Estimating the prevalence of rare events — theory and practice
The Unofficial Google Data Science Blog
AUGUST 27, 2019
But importance sampling in statistics is a variance reduction technique to improve the inference of the rate of rare events, and it seems natural to apply it to our prevalence estimation problem. 2] Lawrence Brown, Tony Cai, Anirban DasGupta (2001). Statistical Science. Statistics in Biopharmaceutical Research, 2010. [4]
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