Adaptive Importance Sampling: The past, the present, and the future

Mónica F. Bugallo, Victor Elvira, Luca Martino, David Luengo, Joaquín Míguez, Petar M. Djuric. Adaptive Importance Sampling: The past, the present, and the future. IEEE Signal Process. Mag., 34(4):60-79, 2017. [doi]

Abstract

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