Paper ID | WP3.4 |
Paper Title |
Recursive Shrinkage Covariance Learning in Adaptive Importance Sampling |
Authors |
Yousef El-Laham, Stony Brook University, United States; Víctor Elvira, IMT Lille Douai, France; Mónica F. Bugallo, Stony Brook University, United States |
Session | WP3: Inference in High-Dimensional Spaces by Monte Carlo Methods |
Location | Terrace |
Session Time | Wednesday, 18 December, 16:00 - 17:20 |
Presentation Time | Wednesday, 18 December, 16:00 - 17:20 |
Presentation |
Poster
|
Topic |
Special Sessions: Inference in high-dimensional spaces by Monte Carlo methods |