output
20072026
most citedAPI design for machine learning software: experiences from the scikit-learn project

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stat.CO2007★ 208 cited

Adaptive Importance Sampling in General Mixture Classes

Olivier Cappé, Randal Douc, Arnaud Guillin +2

In this paper, we propose an adaptive algorithm that iteratively updates both the weights and component parameters of a mixture importance sampling density so as to optimise the im…