Optimal projection for parametric importance sampling in high dimensions

by Maxime El Masri (ONERA and ISAE), Jérôme Morio (ONERA) and Florian Simatos (ISAE)

Submitted to Computo

Name		Name	Last commit message	Last commit date
Latest commit History 17 Commits
.github/workflows		.github/workflows
figures		figures
CEIS_vMFNM.py		CEIS_vMFNM.py
EMvMFNM.py		EMvMFNM.py
ERADist.py		ERADist.py
ERANataf.py		ERANataf.py
LICENSE		LICENSE
Mstar_asian.p		Mstar_asian.p
Mstar_portfolio.p		Mstar_portfolio.p
README.md		README.md
Sigstar_asian.p		Sigstar_asian.p
Sigstar_portfolio.p		Sigstar_portfolio.p
_quarto.yml		_quarto.yml
environment.yml		environment.yml
figure.txt		figure.txt
published-elmasri-optimal.qmd		published-elmasri-optimal.qmd
references.bib		references.bib

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