Adaptive importance sampling for efficient stochastic root finding and quantile estimation (Q7035342)
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scientific article; zbMATH DE number 7976714
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Adaptive importance sampling for efficient stochastic root finding and quantile estimation |
scientific article; zbMATH DE number 7976714 |
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Adaptive importance sampling for efficient stochastic root finding and quantile estimation (English)
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30 January 2025
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Monte Carlo simulation
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importance sampling
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adaptive algorithms
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quantile estimation
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stochastic root finding
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stochastic optimization
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central limit theorem
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