"Acceleration on Adaptive Importance Sampling with Sample Average ..."

Reiichiro Kawai (2017)

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DOI: 10.1137/15M1047192

access: closed

type: Journal Article

metadata version: 2020-07-30

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Reiichiro Kawai:
Acceleration on Adaptive Importance Sampling with Sample Average Approximation. SIAM J. Sci. Comput. 39(4) (2017)

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