Asymptotic optimality of adaptive importance sampling

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Asymptotic optimality of adaptive importance sampling

4 June 2018

François Portier

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Papers citing "Asymptotic optimality of adaptive importance sampling"

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Title
A Quadrature Rule combining Control Variates and Adaptive Importance Sampling Rémi Leluc Franccois Portier Johan Segers Aigerim Zhuman 75 2 0 24 May 2022
Global convergence of optimized adaptive importance samplers Ömer Deniz Akyildiz 103 7 0 02 Jan 2022
Adaptive Importance Sampling meets Mirror Descent: a Bias-variance tradeoff Anna Korba Franccois Portier 80 14 0 29 Oct 2021
Importance sampling based active learning for parametric seismic fragility curve estimation Clement Gauchy C. Feau Josselin Garnier 49 4 0 09 Sep 2021
Adaptive Doubly Robust Estimator from Non-stationary Logging Policy under a Convergence of Average Probability Masahiro Kato OffRL 54 0 0 17 Feb 2021
Population Quasi-Monte Carlo Chaofan Huang V. Roshan Simon Mak 69 7 0 26 Dec 2020
Asymptotic Analysis of Conditioned Stochastic Gradient Descent Rémi Leluc Franccois Portier 88 4 0 04 Jun 2020
Control variate selection for Monte Carlo integration Rémi Leluc François Portier Johan Segers 78 15 0 26 Jun 2019
Safe and adaptive importance sampling: a mixture approach B. Delyon Franccois Portier 147 11 0 20 Mar 2019
Monte Carlo integration with a growing number of control variates François Portier Johan Segers 79 28 0 05 Jan 2018