Adaptive importance sampling and control variates (Q2009326)
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scientific article; zbMATH DE number 7138453
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive importance sampling and control variates |
scientific article; zbMATH DE number 7138453 |
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Adaptive importance sampling and control variates (English)
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28 November 2019
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importance sampling
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control variates
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stochastic approximation
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sample average approximation
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variance reduction
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