Convergence rates for optimised adaptive importance samplers
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Publication:2029096
DOI10.1007/S11222-020-09983-1zbMath1461.62010arXiv1903.12044OpenAlexW3125726451MaRDI QIDQ2029096
Ömer Deniz Akyildiz, Joaquín Míguez
Publication date: 3 June 2021
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.12044
Related Items (8)
Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space ⋮ Daisee: Adaptive importance sampling by balancing exploration and exploitation ⋮ Gradient-based adaptive importance samplers ⋮ Efficient Bayes inference in neural networks through adaptive importance sampling ⋮ Context-Aware Surrogate Modeling for Balancing Approximation and Sampling Costs in Multifidelity Importance Sampling and Bayesian Inverse Problems ⋮ Variance analysis of multiple importance sampling schemes ⋮ Implicitly adaptive importance sampling ⋮ MCMC-driven importance samplers
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