Beh, J., Morio, J., & Simatos, F. (2025). Phase transition for conditional covariance matrices estimated by importance sampling, and implications for cross-entropy schemes in high dimension.
Cita Chicago Style (17a ed.)Beh, Jason, Jerome Morio, y Florian Simatos. Phase Transition for Conditional Covariance Matrices Estimated by Importance Sampling, and Implications for Cross-entropy Schemes in High Dimension. 2025.
Cita MLA (9a ed.)Beh, Jason, et al. Phase Transition for Conditional Covariance Matrices Estimated by Importance Sampling, and Implications for Cross-entropy Schemes in High Dimension. 2025.
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