How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation (Q3653121): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:31, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation |
scientific article |
Statements
How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation (English)
0 references
18 December 2009
0 references
cross-entropy
0 references
rare-event probability estimation
0 references
screening
0 references
simulation
0 references
