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2010 Other Outputs Improved Cross-Entropy Method for EstimationJoshua C. C. Chan and Dirk P. Kroese (2010). Improved Cross-Entropy Method for Estimation. School of Economics, University of Queensland. |
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2004 Other Outputs Heavy Tails, Importance Sampling and Cross-EntropyAsmussen, S., Kroese, D. P. and Rubinstein, R. Y. (2004). Heavy Tails, Importance Sampling and Cross-Entropy. |
