Optimizing Adaptive Importance Sampling by Stochastic Approximation (Q4584930): Difference between revisions

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Latest revision as of 20:49, 26 August 2024

scientific article; zbMATH DE number 6932077
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Optimizing Adaptive Importance Sampling by Stochastic Approximation
scientific article; zbMATH DE number 6932077

    Statements

    Optimizing Adaptive Importance Sampling by Stochastic Approximation (English)
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    5 September 2018
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    importance sampling
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    stochastic approximation
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    uniform distribution
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    variance reduction
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    sample average approximation
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