Optimal $$L_2$$-norm empirical importance weights for the change of probability measure

Document Details

Document Type
Pub Defense Publication
Publication Date
Mar 14, 2016
Source ID
10.1007/s11222-016-9644-3

Entities

People

  • Douglas Allaire
  • Karen Willcox
  • Sergio Amaral

Organizations

  • Defense Advanced Research Projects Agency
  • Federal Aviation Administration