Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws (Q515795)
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scientific article; zbMATH DE number 6695744
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| English | Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws |
scientific article; zbMATH DE number 6695744 |
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Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws (English)
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16 March 2017
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bypass distribution
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central limit theorem
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exponential family
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stochastic approximation
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variance reduction
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importance sampling
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multivariate probability laws
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adaptive algorithms
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numerical results
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0.8337262272834778
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0.8306057453155518
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0.8296607732772827
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0.8094034790992737
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0.8072236776351929
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