Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution (Q2923433)
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English | Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution |
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Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution (English)
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15 October 2014
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Markov jump processes
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importance sampling
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improved cross entropy
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zero-variance distribution
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queueing system
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stochastic chemical kinetics
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