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

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-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
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+https://doi.org/10.1051/proc/201444015
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+W2102034078
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@@ Property / cites work @@
+Q4167890
@@ Property / cites work: Q4167890 / rank @@
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@@ 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.
@@ Property / cites work: Introduction to rare event simulation. / rank @@
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+Monte Carlo simulation and large deviations theory for uniformly recurrent Markov chains
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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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+Importance Sampling, Large Deviations, and Differential Games
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+Dynamic importance sampling for uniformly recurrent Markov chains
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+Importance Sampling for Portfolio Credit Risk
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+Counterexamples in importance sampling for large deviations probabilities
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+Simulation and estimation of extreme quantiles and extreme probabilities
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+Asymptotic robustness of estimators in rare-event simulation
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+Approximating zero-variance importance sampling in a reliability setting
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+Analysis of adaptive directional stratification for the controlled estimation of rare event probab\-ilities
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+General conditions for bounded relative error in simulations of highly reliable Markovian systems
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+Rare Event Simulation using Monte Carlo Methods
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+The Gibbs cloner for combinatorial optimization, counting and sampling
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+On Monte Carlo estimation of large deviations probabilities
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+Theory of statistics
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+Importance Sampling for the Simulation of Highly Reliable Markovian Systems
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+Nested sampling for general Bayesian computation
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+Q5190148
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@@ links / mardi / name / links / mardi / name @@
+Publication:3451720