State-dependent importance sampling schemes via minimum cross-entropy (Q666378)

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State-dependent importance sampling schemes via minimum cross-entropy
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    title
    State-dependent importance sampling schemes via minimum cross-entropy (English)
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    author
    Ad Ridder
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    Thomas Taimre
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    publication date
    8 March 2012
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    Mathematics Subject Classification ID
    60J22
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    60F10
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    94A17
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    94A20
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    zbMATH DE Number
    6012996
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    zbMATH Keywords
    cross-entropy
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    rare events
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    importance sampling
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    state dependence
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