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Uniform convergence of sample Average Approximation with adaptive Multiple Importance Sampling.

M. Ben FengAlvaro MaggiarJeremy StaumAndreas Wächter
Published in: WSC (2018)
Keyphrases
  • importance sampling
  • uniform convergence
  • large deviations
  • monte carlo
  • particle filter
  • kalman filter
  • markov chain
  • learning algorithm
  • sufficient conditions
  • mean shift