Analysis of adaptive directional stratification for the controlled estimation of rare event probab\-ilities (Q693310): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s11222-011-9277-5 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W4297803053 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive sparse polynomial chaos expansion based on least angle regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate quadrature on adaptive sparse grids / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rare-event probability estimation with conditional Monte Carlo / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4124103 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Splitting for rare event simulation: A large deviation approach to design and analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Genealogical particle analysis of rare events / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5706748 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996150 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical integration using sparse grids / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dimension-adaptive tensor-product quadrature / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rare events, splitting, and quasi-Monte Carlo / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3394879 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulation and the Monte Carlo Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: The design and analysis of computer experiments. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Importance sampling in the Monte Carlo study of sequential tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric Importance Sampling / rank
 
Normal rank

Latest revision as of 00:00, 6 July 2024

scientific article
Language Label Description Also known as
English
Analysis of adaptive directional stratification for the controlled estimation of rare event probab\-ilities
scientific article

    Statements

    Analysis of adaptive directional stratification for the controlled estimation of rare event probab\-ilities (English)
    0 references
    0 references
    0 references
    0 references
    7 December 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    Monte Carlo
    0 references
    simulations
    0 references
    small probabilities
    0 references
    0 references