Improved cross-entropy method for estimation
The cross-entropy (CE) method is an adaptive importance sampling procedure that has been successfully applied to a diverse range of complicated simulation problems. However, recent research has shown that in some high-dimensional settings, the likelihood
|Collections||ANU Research Publications|
|Source:||Statistics and Computing|
|01_Chan_Improved_cross-entropy_method_2012.pdf||484.57 kB||Adobe PDF||Request a copy|
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