Optimal \(L_2\)-norm empirical importance weights for the change of probability measure (Q2361444): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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