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"Optimal L2-norm empirical importance weights for the change of ..."

Sergio Amaral, Douglas L. Allaire, Karen Willcox (2017)

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DOI: 10.1007/S11222-016-9644-3

access: closed

type: Journal Article

metadata version: 2024-05-07

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Sergio Amaral, Douglas L. Allaire, Karen Willcox:
Optimal L₂-norm empirical importance weights for the change of probability measure. Stat. Comput. 27(3): 625-643 (2017)

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