Efficient importance sampling schemes for a feed-forward network

DOI10.1145/2517450zbMath1358.60079OpenAlexW2143527799MaRDI QIDQ2828124

Hui Wang, Leila Setayeshgar

Publication date: 24 October 2016

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2517450

zbMATH Keywords

importance samplingasymptotic optimalitysubsolution

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Learning and adaptive systems in artificial intelligence (68T05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Large deviations (60F10)

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