Robust Adaptive Importance Sampling for Normal Random Vectors
Benjamin Jourdain and Jérôme Lelong
à paraître
Type de publication : article
Journal : Annals of Applied Probability
Lien externe :   http://arxiv.org/pdf/0811.1496v1

BibTeX
@article{Jou-Lel-2100,
    author={Benjamin Jourdain and J\'{e}r\^{o}me Lelong},
    title={Robust Adaptive Importance Sampling for Normal Random Vectors},
    journal={Annals of Applied Probability},
    year={\`{a} para\^{i}tre},
},