Adaptive Sampling of Large Deviations
نویسندگان
چکیده
منابع مشابه
Importance Sampling, Large Deviations, and Differential Games
A heuristic that has emerged in the area of importance sampling is that the changes of measure used to prove large deviation lower bounds give good performance when used for importance sampling. Recent work, however, has suggested that the heuristic is incorrect in many situations. The perspective put forth in the present paper is that large deviation theory suggests many changes of measure, an...
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ژورنال
عنوان ژورنال: Journal of Statistical Physics
سال: 2018
ISSN: 0022-4715,1572-9613
DOI: 10.1007/s10955-018-2108-8