Nonasymptotic bounds for suboptimal importance sampling

18 February 2021

Papers citing "Nonasymptotic bounds for suboptimal importance sampling"

4 / 4 papers shown

Title
VarGrad: A Low-Variance Gradient Estimator for Variational Inference Lorenz Richter Ayman Boustati Nikolas Nusken Francisco J. R. Ruiz Ömer Deniz Akyildiz DRL 208 52 0 20 Oct 2020
The sample size required in importance sampling S. Chatterjee P. Diaconis 129 191 0 04 Nov 2015
Non-asymptotic performance analysis of importance sampling schemes for small noise diffusions K. Spiliopoulos 50 16 0 25 Oct 2013
Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems T. Bengtsson Peter J. Bickel Bo Li 128 421 0 20 May 2008