Rare event simulation and splitting for discontinuous random variables (Q2786505): Difference between revisions

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+A variant of importance splitting for rare event estimation
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+On the convergence of adaptive sequential Monte Carlo methods
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+Accelerating Simulated Annealing for the Permanent and Combinatorial Counting Problems
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+An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting
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+Efficient Monte Carlo simulation via the generalized splitting method
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+Analysis of adaptive multilevel splitting algorithms in an idealized case
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+Adaptive Multilevel Splitting for Rare Event Analysis
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+On the Use of Smoothing to Improve the Performance of the Splitting Method
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+Sequential Monte Carlo for rare event estimation
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+Sequential Monte Carlo Samplers
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+A combined splitting-cross entropy method for rare-event probability estimation of queueing networks
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+Multilevel Splitting for Estimating Rare Event Probabilities
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+Simulation and estimation of extreme quantiles and extreme probabilities
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+Probability and Computing
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+Q4856179
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+The Gibbs cloner for combinatorial optimization, counting and sampling
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+Randomized algorithms with splitting: Why the classic randomized algorithms do not work and how to make them work
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+The Splitting Method for Decision Making
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+Simulation and the Monte Carlo Method
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+Combinatorial analysis of the adaptive last particle method
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+Nested sampling for general Bayesian computation
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