Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates

Julien Demange-Chryst, François Bachoc, Jérôme Morio. Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates. Statistics and Computing, 33(5):103, October 2023. [doi]

Authors

Julien Demange-Chryst

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François Bachoc

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Jérôme Morio

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