Adaptative importance sampling in Monte Carlo integration
- Author
- MAN-SUK OH; BERGER, J. O
Univ. California, Berkeley, United States - Source
Journal of statistical computation and simulation (Print). 1992, Vol 41, Num 3-4, pp 143-168 ; ref : 1 p
- CODEN
- JSCSAJ
- ISSN
- 0094-9655
- Scientific domain
- Control theory, operational research; Mathematics
- Publisher
- Taylor and Francis, Abingdon
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Keyword (fr)
- Algorithme Intégration Martingale Méthode Monte Carlo Méthode adaptative Théorème limite Accumulation linéaire Echantillonnage importance Normalité approchée
- Keyword (en)
- Algorithm Integration Martingale Monte Carlo method Adaptive method Limit theorem
- Keyword (es)
- Algoritmo Integración Martingale Método Monte Carlo Método adaptativo Teorema límite
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02B Mathematical foundations
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 4783430
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1080/00949659208810398 
https://dx.doi.org/10.1080/00949659208810398
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