Effective Sample Size for Importance Sampling Based on the Discrepancy Measures

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https://hal-imt.archives-ouvertes.fr/hal-01437031
Contributor : Víctor Elvira <>
Submitted on : Monday, January 16, 2017 - 9:22:05 PM
Last modification on : Saturday, March 23, 2019 - 1:26:07 AM

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Luca Martino, Víctor Elvira, Francisco Louzada. Effective Sample Size for Importance Sampling Based on the Discrepancy Measures. Signal Processing, Elsevier, 2017, 131, pp.386-401. ⟨10.1016/j.sigpro.2016.08.025⟩. ⟨hal-01437031⟩

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