Gradient-based Adaptive Importance Samplers

Importance sampling (IS) is a powerful Monte Carlo methodology for the approximation of intractable integrals, very often involving a target probability density function. The performance of IS heavily depends on the appropriate selection of the proposal distributions where the samples are simulated...

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Bibliographische Detailangaben

Hauptverfasser:	Elvira, Víctor, Chouzenoux, Emilie, Akyildiz, Ömer Deniz, Martino, Luca
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Statistics Theory Statistics - Computation Statistics - Theory
Online-Zugang:	Volltext bestellen
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