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    SAC
    2008
    ACM
    153views Applied Computing» more  SAC 2008»
    Adaptive importance sampling in general mixture classes
    14 years 11 days ago
    Adaptive importance sampling in general mixture classes
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    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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