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122
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SAC
2008
ACM
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Applied Computing
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SAC 2008
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Adaptive importance sampling in general mixture classes
15 years 2 months ago
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www.ceremade.dauphine.fr
In this paper, we propose an adaptive algorithm that iteratively updates both the weights and component parameters of a mixture importance sampling density so as to optimise the p...
Olivier Cappé, Randal Douc, Arnaud Guillin,...
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