Search Results for author: Bernard Delyon

Found 1 papers, 1 papers with code

Asymptotic optimality of adaptive importance sampling

1 code implementation NeurIPS 2018 Bernard Delyon, François Portier

Each stage $t$ is formed with two steps : (i) to explore the space with $n_t$ points according to $q_t$ and (ii) to exploit the current amount of information to update the sampling policy.

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