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Importance sampling (IS) consists in biasing samples from a distribution $f$ towards another distribution $g$. Concretely, given samples $X_i$ from $f$, the IS measure is $$\hat{g}_n = \frac{1}{Z_n}\sum_{i=1}^n \frac{g(X...
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In this short note we prove the convexity of minimizers of some variational problem in the Gauss space. This proof is based on a geometric version of an older argument due to Korevaar....