Optimal \(L_2\)-norm empirical importance weights for the change of probability measure (Q2361444): Difference between revisions

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Latest revision as of 01:08, 14 July 2024

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Optimal \(L_2\)-norm empirical importance weights for the change of probability measure
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    Optimal \(L_2\)-norm empirical importance weights for the change of probability measure (English)
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    30 June 2017
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    change of measure
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    empirical measure
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    Radon-Nikodym theorem
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    importance weight
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    density ratio
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    quadratic program
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