State-dependent importance sampling schemes via minimum cross-entropy (Q666378): Difference between revisions

@@ Property / cites work @@
+Complete corrected diffusion approximations for the maximum of a random walk
+Normal rank
@@ Property / cites work @@
+Introduction to rare event simulation.
@@ Property / cites work: Introduction to rare event simulation. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4391441
@@ Property / cites work: Q4391441 / rank @@
+Normal rank
@@ Property / cites work @@
+Importance Sampling, Large Deviations, and Differential Games
+Normal rank
@@ Property / cites work @@
+Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling
+Normal rank
@@ Property / cites work @@
+Q3721531
@@ Property / cites work: Q3721531 / rank @@
+Normal rank
@@ Property / cites work @@
+Counterexamples in importance sampling for large deviations probabilities
+Normal rank
@@ Property / cites work @@
+Fast simulation of rare events in queueing and reliability models
+Normal rank
@@ Property / cites work @@
+Information Theory and Statistical Mechanics
@@ Property / cites work: Information Theory and Statistical Mechanics / rank @@
+Normal rank
@@ Property / cites work @@
+A Note on Minimum Discrimination Information
@@ Property / cites work: A Note on Minimum Discrimination Information / rank @@
+Normal rank
@@ Property / cites work @@
+A stochastic minimum cross-entropy method for combinatorial optimization and rare-event estimation
+Normal rank
@@ Property / cites work @@
+Simulation and the Monte Carlo Method
@@ Property / cites work: Simulation and the Monte Carlo Method / rank @@
+Normal rank
@@ Property / cites work @@
+On large deviations theory and asymptotically efficient Monte Carlo estimation
+Normal rank
@@ Property / cites work @@
+Q5291082
@@ Property / cites work: Q5291082 / rank @@
+Normal rank