{"id":"https://openalex.org/W2115491369","doi":"https://doi.org/10.1515/mcma-2012-0011","title":"Quantization based recursive importance sampling","display_name":"Quantization based recursive importance sampling","publication_year":2012,"publication_date":"2012-01-01","ids":{"openalex":"https://openalex.org/W2115491369","doi":"https://doi.org/10.1515/mcma-2012-0011","mag":"2115491369"},"language":"en","primary_location":{"id":"doi:10.1515/mcma-2012-0011","is_oa":false,"landing_page_url":"http://doi.org/10.1515/mcma-2012-0011","pdf_url":null,"source":{"id":"https://openalex.org/S142132501","display_name":"Monte Carlo Methods and Applications","issn_l":"0929-9629","issn":["0929-9629","1569-3961"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Monte Carlo Methods and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1109.4041","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5086295112","display_name":"Noufel Frikha","orcid":"https://orcid.org/0000-0003-1410-2190"},"institutions":[{"id":"https://openalex.org/I4210147464","display_name":"Laboratoire de Probabilit\u00e9s et Mod\u00e8les Al\u00e9atoires","ror":"https://ror.org/04hjc7403","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I204730241","https://openalex.org/I39804081","https://openalex.org/I4210141950","https://openalex.org/I4210147464"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Noufel Frikha","raw_affiliation_strings":["LPMA - Laboratoire de Probabilit\u00e9s et Mod\u00e8les Al\u00e9atoires (France)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"LPMA - Laboratoire de Probabilit\u00e9s et Mod\u00e8les Al\u00e9atoires (France)","institution_ids":["https://openalex.org/I4210147464"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5032611426","display_name":"Abass Sagna","orcid":null},"institutions":[{"id":"https://openalex.org/I88467170","display_name":"Universit\u00e9 d'\u00c9vry Val-d'Essonne","ror":"https://ror.org/00e96v939","country_code":"FR","type":"education","lineage":["https://openalex.org/I277688954","https://openalex.org/I88467170"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Abass Sagna","raw_affiliation_strings":["LAP - Laboratoire Analyse et Probabilit\u00e9s (IBGBI, Universit\u00e9 d'\u00c9vry-Val-d'Essonne, 23 boulevard de France, 91037, Evry cedex, France - France)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"LAP - Laboratoire Analyse et Probabilit\u00e9s (IBGBI, Universit\u00e9 d'\u00c9vry-Val-d'Essonne, 23 boulevard de France, 91037, Evry cedex, France - France)","institution_ids":["https://openalex.org/I88467170"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.6242,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.85402154,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"18","issue":"4","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9693999886512756,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9693999886512756,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.921500027179718,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9083999991416931,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.6443966627120972},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6379797458648682},{"id":"https://openalex.org/keywords/sampling","display_name":"Sampling (signal processing)","score":0.5697385668754578},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.5264076590538025},{"id":"https://openalex.org/keywords/importance-sampling","display_name":"Importance sampling","score":0.525711715221405},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.52130126953125},{"id":"https://openalex.org/keywords/quantization","display_name":"Quantization (signal processing)","score":0.5130347013473511},{"id":"https://openalex.org/keywords/stochastic-game","display_name":"Stochastic game","score":0.4332132637500763},{"id":"https://openalex.org/keywords/rejection-sampling","display_name":"Rejection sampling","score":0.4301733076572418},{"id":"https://openalex.org/keywords/sequence","display_name":"Sequence (biology)","score":0.42097195982933044},{"id":"https://openalex.org/keywords/hybrid-monte-carlo","display_name":"Hybrid Monte Carlo","score":0.3747636675834656},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.31275665760040283},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.23526278138160706},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.07062393426895142}],"concepts":[{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.6443966627120972},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6379797458648682},{"id":"https://openalex.org/C140779682","wikidata":"https://www.wikidata.org/wiki/Q210868","display_name":"Sampling (signal processing)","level":3,"score":0.5697385668754578},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.5264076590538025},{"id":"https://openalex.org/C52740198","wikidata":"https://www.wikidata.org/wiki/Q1539564","display_name":"Importance sampling","level":3,"score":0.525711715221405},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.52130126953125},{"id":"https://openalex.org/C28855332","wikidata":"https://www.wikidata.org/wiki/Q198099","display_name":"Quantization (signal processing)","level":2,"score":0.5130347013473511},{"id":"https://openalex.org/C22171661","wikidata":"https://www.wikidata.org/wiki/Q1074380","display_name":"Stochastic game","level":2,"score":0.4332132637500763},{"id":"https://openalex.org/C187192777","wikidata":"https://www.wikidata.org/wiki/Q381699","display_name":"Rejection sampling","level":5,"score":0.4301733076572418},{"id":"https://openalex.org/C2778112365","wikidata":"https://www.wikidata.org/wiki/Q3511065","display_name":"Sequence (biology)","level":2,"score":0.42097195982933044},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.3747636675834656},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.31275665760040283},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.23526278138160706},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.07062393426895142},{"id":"https://openalex.org/C54355233","wikidata":"https://www.wikidata.org/wiki/Q7162","display_name":"Genetics","level":1,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.0},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1515/mcma-2012-0011","is_oa":false,"landing_page_url":"http://doi.org/10.1515/mcma-2012-0011","pdf_url":null,"source":{"id":"https://openalex.org/S142132501","display_name":"Monte Carlo Methods and Applications","issn_l":"0929-9629","issn":["0929-9629","1569-3961"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Monte Carlo Methods and Applications","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1109.4041","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1109.4041","pdf_url":"https://arxiv.org/pdf/1109.4041","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},{"id":"pmh:oai:HAL:hal-00624544v1","is_oa":true,"landing_page_url":"https://hal.science/hal-00624544","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Monte Carlo Methods and Applications, 2012, 18 (4), pp.287-326. &#x27E8;10.1515/mcma-2012-0011&#x27E9;","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:HAL:hal-00781693v1","is_oa":false,"landing_page_url":"https://hal.science/hal-00781693","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Monte Carlo Methods and Applications, 2012, 18 (4), pp.287-326. &#x27E8;10.1515/mcma-2012-0011&#x27E9;","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:RePEc:bpj:mcmeap:v:18:y:2012:i:4:p:287-326:n:2","is_oa":false,"landing_page_url":"https://doi.org/10.1515/mcma-2012-0011","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1109.4041","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1109.4041","pdf_url":"https://arxiv.org/pdf/1109.4041","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":20,"referenced_works":["https://openalex.org/W137264070","https://openalex.org/W197263747","https://openalex.org/W1552662758","https://openalex.org/W1576475658","https://openalex.org/W1975193898","https://openalex.org/W1985565610","https://openalex.org/W2001543036","https://openalex.org/W2034695400","https://openalex.org/W2042436556","https://openalex.org/W2079692126","https://openalex.org/W2087018957","https://openalex.org/W2097511294","https://openalex.org/W2123542907","https://openalex.org/W2163891345","https://openalex.org/W2472151073","https://openalex.org/W2483759558","https://openalex.org/W3099848468","https://openalex.org/W4211165101","https://openalex.org/W4234882310","https://openalex.org/W4242924091"],"related_works":["https://openalex.org/W916027","https://openalex.org/W2116791275","https://openalex.org/W2080132440","https://openalex.org/W4360849015","https://openalex.org/W2122865681","https://openalex.org/W2310467276","https://openalex.org/W4287979791","https://openalex.org/W2998420136","https://openalex.org/W2949594430","https://openalex.org/W2505405165"],"abstract_inverted_index":{"We":[0,23],"propose":[1],"an":[2,25],"alternative":[3],"method":[4],"to":[5,12],"simulation":[6],"based":[7],"recursive":[8,52,86],"importance":[9,53,87],"sampling":[10,54,88],"procedure":[11],"estimate":[13],"the":[14,58,71,79,90,109],"optimal":[15,32],"change":[16],"of":[17,51,57,62,70,78,111],"measure":[18],"for":[19],"Monte":[20,112],"Carlo":[21,113],"simulations.":[22,114],"consider":[24],"algorithm":[26,65],"which":[27,66],"combines":[28],"(vector":[29],"and":[30,47,74,104],"functional)":[31],"quantization":[33],"with":[34],"Newton-Raphson":[35],"zero":[36],"search":[37],"procedure.":[38],"Our":[39],"approach":[40],"can":[41,105],"be":[42],"seen":[43],"as":[44],"a":[45,75],"robust":[46],"automatic":[48],"deterministic":[49],"counterpart":[50],"(by":[55],"translation":[56],"mean)":[59],"by":[60],"means":[61],"stochastic":[63],"approximation":[64],"may":[67],"require":[68],"tuning":[69],"step":[72],"sequence":[73],"good":[76],"knowledge":[77],"payoff":[80],"function":[81],"in":[82],"practice.":[83],"Moreover,":[84],"unlike":[85],"procedures,":[89],"proposed":[91],"methodology":[92],"does":[93],"not":[94],"rely":[95],"on":[96,108],"simulations":[97],"so":[98],"it":[99],"is":[100],"quite":[101],"fast,":[102],"generic":[103],"come":[106],"along":[107],"top":[110]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
