Minimum variance importance sampling<i>via</i>Population Monte Carlo (Q5429614): Difference between revisions

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-Christian P.  Robert Robert
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+Adaptative Monte Carlo Method, A Variance Reduction Technique
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+The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
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+The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density
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+A symmetrized Euler scheme for an efficient approximation of reflected diffusions
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+Inference in hidden Markov models.
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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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+Sequential Monte Carlo Samplers
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+Q3134548
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+Convergence of adaptive mixtures of importance sampling schemes
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+Monte-Carlo methods for the transport and diffusion equations
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+Q4828558
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