Reiichiro Kawai. Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws. J. Computational Applied Mathematics, 319:440-459, 2017. [doi]
@article{Kawai17,
title = {Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws},
author = {Reiichiro Kawai},
year = {2017},
doi = {10.1016/j.cam.2017.01.029},
url = {http://dx.doi.org/10.1016/j.cam.2017.01.029},
researchr = {https://researchr.org/publication/Kawai17},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {319},
pages = {440-459},
}