Minimum variance importance sampling via Population Monte Carlo

Author: Douc R.   Guillin A.   Marin J.-M.   Robert C. P.  

Publisher: Edp Sciences

E-ISSN: 1262-3318|11|issue|427-447

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.11, Iss.issue, 2007-08, pp. : 427-447

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Abstract