Some Recent Results in Rare Event Estimation (Q3451720): Difference between revisions

@@ Property / author @@
-Miguel Munoz Zuniga
@@ Property / author: Miguel Munoz Zuniga / rank @@
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+Miguel Munoz Zuniga
@@ Property / author: Miguel Munoz Zuniga / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1051/proc/201444015
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@@ Property / OpenAlex ID @@
+W2102034078
@@ Property / OpenAlex ID: W2102034078 / rank @@
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@@ Property / cites work @@
+Q4167890
@@ Property / cites work: Q4167890 / rank @@
+Normal rank
@@ Property / cites work @@
+Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue
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+Efficient Simulation of Light-Tailed Sums: an Old-Folk Song Sung to a Faster New Tune...
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+An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting
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+Long runs under a conditional limit distribution
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+Small Variance Estimators for Rare Event Probabilities
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+Introduction to rare event simulation.
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+Sequential Monte Carlo for rare event estimation
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+Properties of nested sampling
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+Sequential Monte Carlo Samplers
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