Acceleration on Adaptive Importance Sampling with Sample Average Approximation (Q5350440): Difference between revisions

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Revision as of 07:59, 14 July 2024

scientific article; zbMATH DE number 6767756
Language Label Description Also known as
English
Acceleration on Adaptive Importance Sampling with Sample Average Approximation
scientific article; zbMATH DE number 6767756

    Statements

    Acceleration on Adaptive Importance Sampling with Sample Average Approximation (English)
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    1 September 2017
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    central limit theorem
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    exponential family
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    importance sampling
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    small sample sizes
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    sample average approximation
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    variance reduction
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    Monte Carlo simulations
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    multivariate probability laws
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    convergence
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    numerical result
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    algorithm
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