"State-dependent importance sampling schemes via minimum cross-entropy."

Ad Ridder, Thomas Taimre (2011)

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DOI: 10.1007/S10479-009-0611-7

access: open

type: Journal Article

metadata version: 2020-08-13

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Ad Ridder, Thomas Taimre:
State-dependent importance sampling schemes via minimum cross-entropy. Ann. Oper. Res. 189(1): 357-388 (2011)

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