Adaptive importance sampling and control variates
type: Item
instance of: scholarly article
title: Adaptive importance sampling and control variates
author: Reiichiro Kawai
published in: Journal of Mathematical Analysis and Applications
publication date: 2019-11-28T00:00:00Z
Mathematics Subject Classification ID: 65-XX
Mathematics Subject Classification ID: 93-XX
zbMATH DE Number: 7138453
zbMATH Keywords: importance sampling
zbMATH Keywords: control variates
zbMATH Keywords: stochastic approximation
zbMATH Keywords: sample average approximation
zbMATH Keywords: variance reduction
MaRDI profile type: Publication
full work available at URL: j.jmaa.2019.123608
OpenAlex ID: W2981958474
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Wikidata QID: Q126994743
DOI: 10.1016/J.JMAA.2019.123608
description: scientific article; zbMATH DE number 7138453