How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation (Q3653121): Difference between revisions
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| Property / author: Reuven Y. Rubinstein / rank | |||
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| Property / author: Peter W. Glynn / rank | |||
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| Property / author: Reuven Y. Rubinstein / rank | |||
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| Property / author: Peter W. Glynn / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / OpenAlex ID: W2047880207 / rank | |||
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| Property / cites work: Monte Carlo strategies in scientific computing / rank | |||
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| Property / cites work: Q4828558 / rank | |||
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| Property / cites work: Simulation and the Monte Carlo Method / rank | |||
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| links / mardi / name | links / mardi / name | ||
Latest revision as of 07:20, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation |
scientific article |
Statements
How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation (English)
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18 December 2009
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cross-entropy
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rare-event probability estimation
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screening
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simulation
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