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Convergence rates for optimised adaptive importance samplers - MaRDI portal

Convergence rates for optimised adaptive importance samplers (Q2029096)

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Convergence rates for optimised adaptive importance samplers
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    Convergence rates for optimised adaptive importance samplers (English)
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    3 June 2021
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    adaptive importance sampling
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    convex optimization
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    variational inference
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    importance sampling
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