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In multiple importance sampling we combine samples from a finite list of proposal distributions.
The use of multi-stage sampling schemes in Monte Carlo computations
Marshall, A. W. (1956) · 1956
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Advances in importance sampling
Hesterberg, T. C. (1988) · 1988
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A splitting scheme for control variates
Avramidis, A. N. and Wilson, J. R. (1993) · 1993
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Bidirectional path tracing
Lafortune, E. P. and Willems, Y. D. (1993) · 1993
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Bidirectional estimators for light transport
Veach, E. and Guibas, L. (1994) · 1994
Earlier work this paper cites.
Fast simulation of rare events in queueing and reliability models
Heidelberger, P. (1995) · 1995
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Weighted average importance sampling and defensive mixture distributions
Hesterberg, T. C. (1995) · 1995
Cited alongside, same era.
Robust Monte Carlo methods for light transport simulation
Veach, E. (1997) · 1997
Cited alongside, same era.
Safe and effective importance sampling
Owen, A. B. and Zhou, Y. (2000) · 2000
Cited alongside, same era.
Optimally combining sampling techniques for Monte Carlo rendering
Veach, E. and Guibas, L. (1995) · 2000
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Convex Optimization
Boyd, S. and Vandeberghe, L. (2004) · 2004
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The cross-entropy method: a unified approach to combinatorial optimization, Monte-Carlo simulation and machine learning
Rubinstein, R. Y. and Kroese, D. P. (2004) · 2004
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Adaptive importance sampling in general mixture classes
Cappé, O., Douc, R., Guillin, A., Marin, J.-M., and Robert, C. P. (2008) · 2008
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