@inproceedings{1086694991e74e5795a0c8b814c21136,
title = "Fitting mixture importance sampling distributions via improved cross-entropy",
abstract = "In some rare-event settings, exponentially twisted distributions perform very badly. One solution to this problem is to use mixture distributions. However, it is difficult to select a good mixture distribution for importance sampling. We here introduce a simple adaptive method for choosing good mixture importance sampling distributions.",
author = "Brereton, {Tim J.} and Chan, {Joshua C.C.} and Kroese, {Dirk P.}",
year = "2011",
doi = "10.1109/WSC.2011.6147769",
language = "English",
isbn = "9781457721083",
series = "Proceedings - Winter Simulation Conference",
pages = "422--428",
booktitle = "Proceedings of the 2011 Winter Simulation Conference, WSC 2011",
note = "2011 Winter Simulation Conference, WSC 2011 ; Conference date: 11-12-2011 Through 14-12-2011",
}