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Importance Sampling Techniques in Neural Detector Training
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Importance Sampling Techniques in Neural Detector Training
José L. Sanz-González3 and Diego Andina3 
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ETSI de Telecomunicación-UPM, Universidad Politécnica de Madrid (Dpto. SSR), Ciudad Universitaria, 28040 Madrid, Spain |
Abstract
Importance Sampling is a modified Monte Carlo technique applied to the estimation of rare event probabilities (very low probabilities).
In this paper, we propose and develop the use of Importance Sampling (IS) techniques in neural network training, for applications
to detection in communication systems. Some key topics are introduced, such as modifications of the error probability objective
function, optimal and suboptimal IS probability density functions (biasing density functions), and experimental results of
training with a genetic algorithm. Also, it is shown that the genetic algorithm with the IS technique attains quasi-optimum
training in the sense of minimum error probability (or minimum misclassification probability).
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