On importance sampling in the problem of global optimization (Q3182211)
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scientific article
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English | On importance sampling in the problem of global optimization |
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On importance sampling in the problem of global optimization (English)
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7 October 2009
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global optimization
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importance sampling
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\(\Delta^{2}\)-distribution
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\(D\)-optimal designs
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variance reduction
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Monte Carlo integral evaluation
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multivariate optimization
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