Ad Ridder, Thomas Taimre. State-dependent importance sampling schemes via minimum cross-entropy. Annals OR, 189(1):357-388, 2011. [doi]
@article{RidderT11,
title = {State-dependent importance sampling schemes via minimum cross-entropy},
author = {Ad Ridder and Thomas Taimre},
year = {2011},
doi = {10.1007/s10479-009-0611-7},
url = {http://dx.doi.org/10.1007/s10479-009-0611-7},
researchr = {https://researchr.org/publication/RidderT11},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {189},
number = {1},
pages = {357-388},
}