Robust importance sampling with adaptive winsorization (Q2676944)
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scientific article; zbMATH DE number 7594081
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Robust importance sampling with adaptive winsorization |
scientific article; zbMATH DE number 7594081 |
Statements
Robust importance sampling with adaptive winsorization (English)
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28 September 2022
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balancing principle
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importance sampling
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Lepskii's method
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robustness
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winsorization
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