Convergence rates for optimised adaptive importance samplers.

Ömer Deniz Akyildiz Joaquín Míguez

Published in: Stat. Comput. (2021)

Keyphrases

convergence rate
learning rate
convergence speed
step size
global convergence
primal dual
gradient method
numerical stability
conjugate gradient
random sampling
gaussian kernels
np hard
false positives
stopping criterion