Optimizing Adaptive Importance Sampling by Stochastic Approximation (Q4584930)
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scientific article; zbMATH DE number 6932077
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimizing Adaptive Importance Sampling by Stochastic Approximation |
scientific article; zbMATH DE number 6932077 |
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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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