Code and Data for "Dimension Reduction in Importance Sampling: Balancing Concentration and Exploration Through Variable Selection"

INFORMS Journal on Data Science 2026

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Authors: Chenfei Li, Jaeshin Park, Eunshin Byon

DOI: 10.1287/ijds.2025.0066.cd

Cited by: 0

Fields of Study & Subjects

Markov Chains and Monte Carlo Methods Statistical Methods and Inference Simulation Techniques and Applications