On the optimal importance process for piecewise deterministic Markov process (Q5881053): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / Wikidata QID
 
Property / Wikidata QID: Q127558276 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of adaptive multilevel splitting algorithms in an idealized case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Recent Results in Rare Event Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3412801 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Asymptotic Normality of Adaptive Multilevel Splitting / rank
 
Normal rank
Property / cites work
 
Property / cites work: A comparison of cross-entropy and variance minimization strategies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3680030 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3136505 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A tutorial on the cross-entropy method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Genealogical particle analysis of rare events / rank
 
Normal rank
Property / cites work
 
Property / cites work: Importance Sampling, Large Deviations, and Differential Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast simulation of rare events in queueing and reliability models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Transition Path Theory for Markov Jump Processes / 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: Rare-event verification for stochastic hybrid systems / rank
 
Normal rank

Latest revision as of 15:43, 31 July 2024

scientific article; zbMATH DE number 7661350
Language Label Description Also known as
English
On the optimal importance process for piecewise deterministic Markov process
scientific article; zbMATH DE number 7661350

    Statements

    On the optimal importance process for piecewise deterministic Markov process (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    9 March 2023
    0 references
    Monte-Carlo acceleration
    0 references
    importance sampling
    0 references
    hybrid dynamic system
    0 references
    piecewise deterministic Markovian process
    0 references
    cross-entropy
    0 references
    reliability
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references