Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws (Q515795)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws |
scientific article |
Statements
Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws (English)
0 references
16 March 2017
0 references
bypass distribution
0 references
central limit theorem
0 references
exponential family
0 references
stochastic approximation
0 references
variance reduction
0 references
importance sampling
0 references
multivariate probability laws
0 references
adaptive algorithms
0 references
numerical results
0 references
0 references
0 references
0 references
0 references