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Adaptive Importance Sampling meets Mirror Descent : a Bias-variance Tradeoff

Anna Korba, François Portier. Adaptive Importance Sampling meets Mirror Descent : a Bias-variance Tradeoff. In Gustau Camps-Valls, Francisco J. R. Ruiz, Isabel Valera, editors, International Conference on Artificial Intelligence and Statistics, AISTATS 2022, 28-30 March 2022, Virtual Event. Volume 151 of Proceedings of Machine Learning Research, pages 11503-11527, PMLR, 2022. [doi]

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Anna Korba

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François Portier

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