Compară metode

	Eșantionarea prin importanță	Eșantionarea Latin Hypercube
Domeniu	Simulare	Simulare
Familie	Process / pipeline	Process / pipeline
Anul apariției	1951	1979
Autorul original	Herman Kahn & Theodore Harris (RAND Corporation, 1951)	—
Tip	Monte Carlo variance-reduction technique	Stratified space-filling sampling design
Sursa seminală	Rubinstein, R.Y. & Kroese, D.P. (2016). Simulation and the Monte Carlo Method (3rd ed.). Wiley.	McKay, M.D., Beckman, R.J. & Conover, W.J. (1979). A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code. Technometrics, 21(2), 239-245.
Denumiri alternative	IS, weighted Monte Carlo, Önem Örneklemesi	LHS, Latin Hiperküp Örnekleme (LHS) ve Duyarlılık Analizi, stratified sampling design, space-filling design
Înrudite	5	4
Rezumat	Importance sampling is a Monte Carlo variance-reduction technique that shifts the sampling distribution toward the region of interest — typically a rare or extreme event — so that informative samples are drawn far more often than under the original distribution. Developed at the RAND Corporation by Herman Kahn and Theodore Harris around 1951, it makes tail-probability estimation (such as Value-at-Risk or system-failure probability) tractable where standard Monte Carlo would require an astronomically large number of runs.	Latin Hypercube Sampling (LHS) is a stratified space-filling design for computer experiments, introduced by McKay, Beckman, and Conover in 1979. It divides each input variable's range into equally probable strata and draws exactly one sample per stratum, ensuring that the full input space is covered with far fewer model evaluations than standard Monte Carlo simulation requires. It is routinely paired with global sensitivity analysis — particularly Sobol indices — to quantify how much each input drives output variability.