This paper describes the difficulty of rare-event probability estimation using digital simulation method in the view of computation complexity, and focuses on the principles and construction methods of importance sampling plan.

The undetected error probability of linear block codes for both error detection and correction is estimated with importance sampling.

And the importance sampling technique is applied to improve the sampling efficiency.

Face tracking algorithm based on particle filter with mean shift importance sampling;

A 3D model remeshing algorithm based on circular parameter domain and importance sampling is proposed in this paper.

To solve the important problem in particle filter that how to design the importance sampling function to propagate the particles, a novel particle filter based on observation likelihood importance sampling was proposed.

Study on an importance sampling method of structrural dynamic reliability;

Fuzzy robustness analysis based on importance sampling and neural network;

An improved reliability sensitivity estimation of important sampling and its variance analysis;

Since the main contribution to the integral comes from the domain in the neighborhood of the point of local maximum used in the asymptotic method,it is reasonable to assume that the most probable value of the important sampling density function equals to the local maximum.