Pages that link to "Item:Q2644072"

The following pages link to Stochastic simulation: Algorithms and analysis (Q2644072):

Displaying 50 items.

• A Stochastic Quasi-Newton Method for Large-Scale Optimization (Q121136) (← links)
• A general control variate method for option pricing under Lévy processes (Q132360) (← links)
• Multi-Resolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments (Q147162) (← links)
• Accelerated gradient methods for nonconvex nonlinear and stochastic programming (Q263185) (← links)
• Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
• Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) (← links)
• Markov chain Monte Carlo confidence intervals (Q282567) (← links)
• Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
• On the Laplace transform of the lognormal distribution (Q292357) (← links)
• Sequential Monte Carlo for counting vertex covers in general graphs (Q294226) (← links)
• Variance reduction using nonreversible Langevin samplers (Q300594) (← links)
• On the optimization of two-class work-conserving parameterized scheduling policies (Q330110) (← links)
• Improving the convergence of reversible samplers (Q330615) (← links)
• Using the \(M/G/1\) queue under processor sharing for exact simulation of queues (Q333069) (← links)
• An adaptive zero-variance importance sampling approximation for static network dependability evaluation (Q336964) (← links)
• Boundary crossing of order statistics point processes (Q342919) (← links)
• Multi-element stochastic spectral projection for high quantile estimation (Q347642) (← links)
• New efficient estimators in rare event simulation with heavy tails (Q390439) (← links)
• Exact simulation of the stationary distribution of the FIFO M/G/c queue: the general case for \(\rho < c\) (Q430004) (← links)
• Efficient Monte Carlo for high excursions of Gaussian random fields (Q433910) (← links)
• Denoising Monte Carlo sensitivity estimates (Q439916) (← links)
• The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables (Q453289) (← links)
• A general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models (Q495492) (← links)
• Coupling from the past with randomized quasi-Monte Carlo (Q622169) (← links)
• A new proof of convergence of MCMC via the ergodic theorem (Q634566) (← links)
• Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
• Paid-incurred chain claims reserving method (Q659269) (← links)
• Efficient simulation of tail probabilities of sums of correlated lognormals (Q666348) (← links)
• Rare-event probability estimation with conditional Monte Carlo (Q666350) (← links)
• The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation (Q666351) (← links)
• On adaptive stratification (Q666354) (← links)
• Adaptive importance sampling for network growth models (Q666362) (← links)
• Approximating zero-variance importance sampling in a reliability setting (Q666369) (← links)
• Sharp asymptotics for large portfolio losses under extreme risks (Q666988) (← links)
• Importance sampling in path space for diffusion processes with slow-fast variables (Q681519) (← links)
• Improved cross-entropy method for estimation (Q693334) (← links)
• Moderate deviation principles for stochastic differential equations with jumps (Q726792) (← links)
• Sequential estimation for prescribed statistical accuracy in stochastic simulation of biological systems (Q733253) (← links)
• Sensitivity analysis for diffusion processes constrained to an orthant (Q744381) (← links)
• Rare event simulation for processes generated via stochastic fixed point equations (Q744388) (← links)
• Markov chain importance sampling with applications to rare event probability estimation (Q746273) (← links)
• A probabilistic method for certification of analytically redundant systems (Q747451) (← links)
• Equivalence and nonequivalence of ensembles: thermodynamic, macrostate, and measure levels (Q888252) (← links)
• Steady-state simulation of reflected Brownian motion and related stochastic networks (Q894805) (← links)
• A risk model with renewal shot-noise Cox process (Q896743) (← links)
• Large deviations for weighted empirical measures arising in importance sampling (Q898403) (← links)
• Fast computation of high-dimensional multivariate normal probabilities (Q901525) (← links)
• Scaling properties of weakly self-avoiding fractional Brownian motion in one dimension (Q906927) (← links)
• Efficient rare-event simulation for the maximum of heavy-tailed random walks (Q939072) (← links)
• Numerical methods for Lévy processes (Q964687) (← links)