On the Use of Smoothing to Improve the Performance of the Splitting Method (Q3113806): Difference between revisions

@@ Property / author @@
+Reuven Y. Rubinstein
@@ Property / author: Reuven Y. Rubinstein / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/15326349.2011.614188
+Normal rank
@@ Property / OpenAlex ID @@
+W1975061825
@@ Property / OpenAlex ID: W1975061825 / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient Monte Carlo simulation via the generalized splitting method
+Normal rank
@@ Property / cites work @@
+An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting
+Normal rank
@@ Property / cites work @@
+Sequential Monte Carlo for rare event estimation
@@ Property / cites work: Sequential Monte Carlo for rare event estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive Multilevel Splitting for Rare Event Analysis
+Normal rank
@@ Property / cites work @@
+Q4819702
@@ Property / cites work: Q4819702 / rank @@
+Normal rank
@@ Property / cites work @@
+A combined splitting-cross entropy method for rare-event probability estimation of queueing networks
+Normal rank
@@ Property / cites work @@
+A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis
+Normal rank
@@ Property / cites work @@
+Rare events, splitting, and quasi-Monte Carlo
@@ Property / cites work: Rare events, splitting, and quasi-Monte Carlo / rank @@
+Normal rank
@@ Property / cites work @@
+Probability and Computing
@@ Property / cites work: Probability and Computing / rank @@
+Normal rank
@@ Property / cites work @@
+The Gibbs cloner for combinatorial optimization, counting and sampling
+Normal rank
@@ Property / cites work @@
+Randomized algorithms with splitting: Why the classic randomized algorithms do not work and how to make them work
+Normal rank
@@ Property / cites work @@
+Q4828558
@@ Property / cites work: Q4828558 / rank @@
+Normal rank
@@ Property / cites work @@
+Simulation and the Monte Carlo Method
@@ Property / cites work: Simulation and the Monte Carlo Method / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
+Normal rank