Gradient-based adaptive importance samplers

Elvira, V; Chouzenoux, E; Akyildiz, ÖD; Martino, L

Elvira, V (通讯作者),Univ Edinburgh, Sch Math, Edinburgh, Scotland.

JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 2023; 360 (13): 9490

Abstract

Importance sampling (IS) is a powerful Monte Carlo methodology for the approximation of intractable integrals, very often involving a target probabili......

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