Nonparametric Importance Sampling (Q4366023)

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scientific article; zbMATH DE number 1089335
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Nonparametric Importance Sampling
scientific article; zbMATH DE number 1089335

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    25 January 1998
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    adaptive importance sampling
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    integral evaluation
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    kernel density estimation
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    Monte Carlo simulation
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    variance reduction
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    Nonparametric Importance Sampling (English)
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