HSE University; UMR MIA, AgroParisTech; Centre de Mathématiques appliquées, Ecole polytechnique; Department of Mathematics, KTH Royal Institute of Technology; Centre de Mathématiques appliquées, Ecole polytechnique, IHU Liryc, fondation Bordeaux Université, Univ Bordeaux, CRCTB U4045, INSERM
Gabriel Cardoso, Sergey Samsonov, Achille Thin, Eric Moulines, Jimmy Olsson
Importance Sampling;Self Normalized Importance Sampling;Monte Carlo;Markov Chain Monte Carlo
BR-SNIS: Bias Reduced Self-Normalized Importance Sampling