Convergence rates for optimised adaptive importance samplers (Q2029096): Difference between revisions

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+Importance sampling: intrinsic dimension and computational cost
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+Adaptative Monte Carlo Method, A Variance Reduction Technique
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+Optimization Methods for Large-Scale Machine Learning
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+The sample size required in importance sampling
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+Particle-kernel estimation of the filter density in state-space models
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+Convergence of adaptive mixtures of importance sampling schemes
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+Adaptive importance sampling for control and inference
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+Adaptive Monte Carlo variance reduction for Lévy processes with two-time-scale stochastic approximation
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+Acceleration on Adaptive Importance Sampling with Sample Average Approximation
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+Optimizing Adaptive Importance Sampling by Stochastic Approximation
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+A framework for adaptive Monte Carlo procedures
@@ Property / cites work: A framework for adaptive Monte Carlo procedures / rank @@
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+Introductory lectures on convex optimization. A basic course.
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+A Stochastic Approximation Method
@@ Property / cites work: A Stochastic Approximation Method / rank @@
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+Q4828566
@@ Property / cites work: Q4828566 / rank @@
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+Importance Sampling and Necessary Sample Size: An Information Theory Approach
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+Minimizing finite sums with the stochastic average gradient
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+Asymptotic bias of stochastic gradient search
@@ Property / cites work: Asymptotic bias of stochastic gradient search / rank @@
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+Graphical Models, Exponential Families, and Variational Inference
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+.1007/S11222-020-09983-1
@@ Property / DOI: 10.1007/S11222-020-09983-1 / rank @@
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