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Bayes-optimal importance sampling for computer experiments

Julien Bect 1, 2 Emmanuel Vazquez 1
1 E3S - Supélec Sciences des Systèmes [Gif-sur-Yvette]
2 GdR MASCOT-NUM - Méthodes d'Analyse Stochastique des Codes et Traitements Numériques
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https://hal-supelec.archives-ouvertes.fr/hal-00933660
Contributor : Julien Bect <>
Submitted on : Monday, January 20, 2014 - 6:22:38 PM
Last modification on : Thursday, March 29, 2018 - 11:06:05 AM

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  • HAL Id : hal-00933660, version 1

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SUPELEC | SUP_SSE | SUP_E3S | CNRS

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Julien Bect, Emmanuel Vazquez. Bayes-optimal importance sampling for computer experiments. 7th International Workshop on Simulation (IWS 2013), May 2013, Rimini, Italy. ⟨hal-00933660⟩

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