Two-Stage Importance Sampling With Mixture Proposals

By Wentao Li, Zhiqiang Tan, Rong Chen. 2013

14 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Management Science and Operations Research, Statistics and Probability

Citations in the corpus

• VALUATION : A N ADVERSARIAL APPROACH TO UNCOVER CATASTROPHIC FAILURES (2018, unknown): “The closest methods to our approach are the adaptive importance sampling methods where data collected from an initial proposal distribution is iteratively used to adjust it to maximize sampling efficiency (e.g., Rubinstein 1997; Rubinstein & Kroese 2017; Li et al. 2013).”