On Exploration, Exploitation and Learning in Adaptive Importance Sampling. Lu, X., Rainforth, T., Zhou, Y., van de Meent, J., & Teh, Y. W. CoRR, 2018.
On Exploration, Exploitation and Learning in Adaptive Importance Sampling [link]Paper  bibtex   
@article{DBLP:journals/corr/abs-1810-13296,
  author    = {Xiaoyu Lu and
               Tom Rainforth and
               Yuan Zhou and
               Jan{-}Willem van de Meent and
               Yee Whye Teh},
  title     = {On Exploration, Exploitation and Learning in Adaptive Importance Sampling},
  journal   = {CoRR},
  volume    = {abs/1810.13296},
  year      = {2018},
  url       = {http://arxiv.org/abs/1810.13296},
  eprinttype = {arXiv},
  eprint    = {1810.13296},
  timestamp = {Thu, 08 Nov 2018 00:00:00 +0100},
  biburl    = {https://dblp.org/rec/journals/corr/abs-1810-13296.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}

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