Adaptive Multiple Importance Sampling
Work
Year: 2012
Type: article
Abstract: . The Adaptive Multiple Importance Sampling algorithm is aimed at an optimal recycling of past simulations in an iterated importance sampling (IS) scheme. The difference with earlier adaptive IS imple... more
Institutions Institut Montpelliérain Alexander Grothendieck, University of Insubria, Centre de Recherche en Économie et Statistique, Centre de Recherche en Mathématiques de la Décision
Cites: 42
Cited by: 231
Related to: 10
FWCI: 18.41
Citation percentile (by year/subfield): 100
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: green