Analysis of adaptive directional stratification for the controlled estimation of rare event probab\-ilities
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Publication:693310
DOI10.1007/s11222-011-9277-5zbMath1252.62104MaRDI QIDQ693310
Emmanuel Remy, Miguel Munoz Zuniga, Josselin Garnier
Publication date: 7 December 2012
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-011-9277-5
65C05: Monte Carlo methods
62N02: Estimation in survival analysis and censored data
62N05: Reliability and life testing
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A sampling criterion for constrained Bayesian optimization with uncertainties, Some Recent Results in Rare Event Estimation
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