Global convergence of optimized adaptive importance samplers
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Cites work
- A framework for adaptive Monte Carlo procedures
- Acceleration on adaptive importance sampling with sample average approximation
- Adaptative Monte Carlo Method, A Variance Reduction Technique
- Adaptive importance sampling for control and inference
- Adaptive Monte Carlo variance reduction for Lévy processes with two-time-scale stochastic approximation
- An Adaptive Population Importance Sampler: Learning From Uncertainty
- Convergence of adaptive mixtures of importance sampling schemes
- Convergence rates for optimised adaptive importance samplers
- Generalized multiple importance sampling
- Global convergence of stochastic gradient Hamiltonian Monte Carlo for nonconvex stochastic optimization: nonasymptotic performance bounds and momentum-based acceleration
- Gradient-based adaptive importance samplers
- Importance Sampling and Necessary Sample Size: An Information Theory Approach
- Importance sampling: intrinsic dimension and computational cost
- Langevin incremental mixture importance sampling
- Laplace's method revisited: Weak convergence of probability measures
- Layered adaptive importance sampling
- MCMC-driven importance samplers
- Nonasymptotic estimates for stochastic gradient Langevin dynamics under local conditions in nonconvex optimization
- On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case
- Optimized population Monte Carlo
- Optimizing adaptive importance sampling by stochastic approximation
- Policy Gradient Importance Sampling for Bayesian Inference
- Rethinking the Effective Sample Size
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