In this paper we present a new methodology based on the stochastic gradient descent to optimizing parameters of the biased distribution along importance sampling simulations. A particular aspect of the new technique is that of use of multiple parameters for the simulation of each codeword. An example of application estimating the performance of a encoded system is given.
Published in:
Telecommunications Symposium, 2006 International
Date of Conference: 3-6 Sept. 2006