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Insight from the Kullback--Leibler divergence into adaptive importance
  sampling schemes for rare event analysis in high dimension

Insight from the Kullback--Leibler divergence into adaptive importance sampling schemes for rare event analysis in high dimension

28 September 2023
Jason Beh
Yonatan Shadmi
Florian Simatos
ArXivPDFHTML

Papers citing "Insight from the Kullback--Leibler divergence into adaptive importance sampling schemes for rare event analysis in high dimension"

2 / 2 papers shown
Title
Clustered KL-barycenter design for policy evaluation
Simon Weissmann
Till Freihaut
Claire Vernade
Giorgia Ramponi
Leif Döring
OffRL
71
0
0
04 Mar 2025
Optimal projection to improve parametric importance sampling in high
  dimension
Optimal projection to improve parametric importance sampling in high dimension
Maxime ElMasri
Jérome Morio
F. Simatos
36
2
0
13 Jul 2021
1