Unconstrained recursive importance sampling

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https://hal.archives-ouvertes.fr/hal-00497551
Contributor : Serena Benassù <>
Submitted on : Monday, July 5, 2010 - 11:45:00 AM
Last modification on : Wednesday, May 15, 2019 - 3:33:28 AM

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  • HAL Id : hal-00497551, version 1

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V. Lemaire, G. Pagès. Unconstrained recursive importance sampling. Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2010, 20 (3), pp.1029-1067. ⟨hal-00497551⟩

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