Quantile estimation with adaptive importance sampling (Q2380103)
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scientific article; zbMATH DE number 5686534
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Quantile estimation with adaptive importance sampling |
scientific article; zbMATH DE number 5686534 |
Statements
Quantile estimation with adaptive importance sampling (English)
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24 March 2010
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quantile estimation
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law of iterated logarithm
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adaptive importance sampling
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stochastic approximation
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Robbins-Monro
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0.7962554693222046
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0.792056679725647
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0.7866588234901428
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0.7840681076049805
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0.7638469934463501
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