Pages that link to "Item:Q3391995"

The following pages link to Adaptive Importance Sampling Technique for Markov Chains Using Stochastic Approximation (Q3391995):

Displaying 9 items.

• The cross-entropy method with patching for rare-event simulation of large Markov chains (Q613460) (← links)
• Approximating zero-variance importance sampling in a reliability setting (Q666369) (← links)
• A new learning algorithm for optimal stopping (Q839001) (← links)
• Reinforcement learning, sequential Monte Carlo and the EM algorithm (Q1615400) (← links)
• Markov chains, Hamiltonian cycles and volumes of convex bodies (Q1945510) (← links)
• Adaptive sampling of large deviations (Q1990117) (← links)
• Monte Carlo methods for pricing financial options (Q2571446) (← links)
• On the inefficiency of state-independent importance sampling in the presence of heavy tails (Q2643805) (← links)
• Efficient exponential tilting with applications (Q6494401) (← links)