%0 Conference Paper %1 pmlr-v103-fetz19a %A Fetz, Thomas %B Proceedings of the Eleventh International Symposium on Imprecise Probabilities: Theories and Applications %C Thagaste, Ghent, Belgium %D 2019 %E De Bock, Jasper %E de Campos, Cassio P. %E de Cooman, Gert %E Quaeghebeur, Erik %E Wheeler, Gregory %I PMLR %K bounds readings sampling %P 185--193 %T Improving the Convergence of Iterative Importance Sampling for Computing Upper and Lower Expectations %U http://proceedings.mlr.press/v103/fetz19a.html %V 103 %X The aim of this paper is to present methods for improving the convergence of an iterative importance sampling algorithm for calculating lower and upper expectations with respect to sets of probability distributions. Our focus here is on the reuse and the combination of results obtained in previous iteration steps of the algorithm.

@inproceedings{pmlr-v103-fetz19a, abstract = {The aim of this paper is to present methods for improving the convergence of an iterative importance sampling algorithm for calculating lower and upper expectations with respect to sets of probability distributions. Our focus here is on the reuse and the combination of results obtained in previous iteration steps of the algorithm.}, added-at = {2020-01-27T23:51:22.000+0100}, address = {Thagaste, Ghent, Belgium}, author = {Fetz, Thomas}, biburl = {https://www.bibsonomy.org/bibtex/263ca72bc7b01de45fb91e228581f4e13/kirk86}, booktitle = {Proceedings of the Eleventh International Symposium on Imprecise Probabilities: Theories and Applications}, description = {Improving the Convergence of Iterative Importance Sampling for Computing Upper and Lower Expectations}, editor = {De Bock, Jasper and {de Campos}, Cassio P. and {de Cooman}, Gert and Quaeghebeur, Erik and Wheeler, Gregory}, interhash = {2a404767298b3e5282f4ea459d53efc5}, intrahash = {63ca72bc7b01de45fb91e228581f4e13}, keywords = {bounds readings sampling}, month = {03--06 Jul}, pages = {185--193}, pdf = {http://proceedings.mlr.press/v103/fetz19a/fetz19a.pdf}, publisher = {PMLR}, series = {Proceedings of Machine Learning Research}, timestamp = {2020-01-27T23:51:22.000+0100}, title = {Improving the Convergence of Iterative Importance Sampling for Computing Upper and Lower Expectations}, url = {http://proceedings.mlr.press/v103/fetz19a.html}, volume = 103, year = 2019 }