Efficient rare event simulation for heavy-tailed systems via cross entropy (Q2450619): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q433909 |
||
| Property / author | |||
| Property / author: Jose H. Blanchet / rank | |||
Revision as of 04:02, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient rare event simulation for heavy-tailed systems via cross entropy |
scientific article |
Statements
Efficient rare event simulation for heavy-tailed systems via cross entropy (English)
0 references
14 May 2014
0 references
rare-event simulation
0 references
importance sampling
0 references
cross entropy method
0 references
