Improved cross-entropy method for estimation (Q693334): Difference between revisions

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+W2078923597
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+Q118141929
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+Stochastic simulation: Algorithms and analysis
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+HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY
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+Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
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+Efficient estimation of large portfolio loss probabilities in \(t\)-copula models
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+Rare-event probability estimation with conditional Monte Carlo
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+A comparison of cross-entropy and variance minimization strategies
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+Marginal Likelihood from the Gibbs Output
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+Marginal Likelihood From the Metropolis–Hastings Output
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+A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks
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+Q4298922
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+Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
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+The cross-entropy method for network reliability estimation
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+The transform likelihood ratio method for rare event simulation with heavy tails
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+Q4280410
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+A note on estimating false alarm rates via importance sampling
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+Importance sampling simulations of Markovian reliability systems using cross-entropy
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+Optimization of computer simulation models with rare events
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+The cross-entropy method for combinatorial and continuous optimization
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+How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation
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+Q4828558
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