Optimizing adaptive importance sampling by stochastic approximation (Q4584930)
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scientific article; zbMATH DE number 6932077
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| default for all languages | No label defined |
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| English | Optimizing adaptive importance sampling by stochastic approximation |
scientific article; zbMATH DE number 6932077 |
Statements
Optimizing Adaptive Importance Sampling by Stochastic Approximation (English)
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5 September 2018
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importance sampling
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stochastic approximation
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uniform distribution
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variance reduction
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sample average approximation
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0.8420624136924744
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0.8081817030906677
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0.7762088179588318
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