Pages that link to "Item:Q3481002"
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The following pages link to On large deviations theory and asymptotically efficient Monte Carlo estimation (Q3481002):
Displayed 31 items.
- Asymptotically efficient importance sampling for bootstrap (Q292319) (← links)
- Computing highly accurate or exact \(P\)-values using importance sampling (Q434957) (← links)
- Large-deviation results for discriminant statistics of Gaussian locally stationary processes (Q454458) (← links)
- A sequential Monte Carlo approach to computing tail probabilities in stochastic models (Q657700) (← links)
- State-dependent importance sampling schemes via minimum cross-entropy (Q666378) (← links)
- Bayesian parameter inference for partially observed stopped processes (Q892438) (← links)
- Computing highly accurate confidence limits from discrete data using importance sampling (Q892812) (← links)
- Rare event simulation for T-cell activation (Q1018052) (← links)
- A class of optimum importance sampling strategies (Q1358816) (← links)
- Counterexamples in importance sampling for large deviations probabilities (Q1371002) (← links)
- On the generalization of the hazard rate twisting-based simulation approach (Q1702282) (← links)
- Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo (Q1702290) (← links)
- Dynamic importance sampling for uniformly recurrent Markov chains (Q1774208) (← links)
- On Monte Carlo estimation of large deviations probabilities (Q1814744) (← links)
- Efficient large deviation estimation based on importance sampling (Q2202311) (← links)
- Minimization of a class of rare event probabilities and buffered probabilities of exceedance (Q2241133) (← links)
- Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities (Q2455052) (← links)
- Editorial: rare-event simulation for queues (Q2465685) (← links)
- A Path‐Based Method for Simulating Large Deviations and Rare Events in Nonlinear Lightwave Systems (Q2822874) (← links)
- Efficient Simulation of Large Deviation Events for Sums of Random Vectors Using Saddle-Point Representations (Q2854076) (← links)
- Efficient Simulation for the Maximum of Infinite Horizon Discrete-Time Gaussian Processes (Q3014986) (← links)
- Variational and optimal control representations of conditioned and driven processes (Q3302168) (← links)
- Efficient importance sampling in ruin problems for multidimensional regularly varying random walks (Q3578666) (← links)
- Efficient bootstrap methods: A review (Q3598351) (← links)
- State-dependent importance sampling for regularly varying random walks (Q3603200) (← links)
- EXACT ASYMPTOTICS OF SAMPLE-MEAN-RELATED RARE-EVENT PROBABILITIES (Q4629421) (← links)
- Approximate Optimal Controls via Instanton Expansion for Low Temperature Free Energy Computation (Q5157688) (← links)
- State-independent Importance Sampling for Random Walks with Regularly Varying Increments (Q5247112) (← links)
- A Cross-Entropy Scheme for Mixtures (Q5270729) (← links)
- On asymptotically efficient simulation of large deviation probabilities (Q5694157) (← links)
- Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis (Q5697357) (← links)