Pages that link to "Item:Q4034438"

The following pages link to On the optimality and stability of exponential twisting in Monte Carlo estimation (Q4034438):

Displayed 9 items.

• Optimization of computer simulation models with rare events (Q1278808) ‎ (← links)
• Counterexamples in importance sampling for large deviations probabilities (Q1371002) ‎ (← links)
• On the efficient simulation of the left-tail of the sum of correlated log-normal variates (Q1637513) ‎ (← links)
• On the generalization of the hazard rate twisting-based simulation approach (Q1702282) ‎ (← links)
• Dynamic importance sampling for uniformly recurrent Markov chains (Q1774208) ‎ (← links)
• On Monte Carlo estimation of large deviations probabilities (Q1814744) ‎ (← links)
• Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors (Q1872411) ‎ (← links)
• Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk (Q3625360) ‎ (← links)
• On asymptotically efficient simulation of large deviation probabilities (Q5694157) ‎ (← links)