Pages that link to "Item:Q4678851"

The following pages link to HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY (Q4678851):

Displaying 14 items.

• Rare-event probability estimation with conditional Monte Carlo (Q666350) (← links)
• Improved cross-entropy method for estimation (Q693334) (← links)
• A level-value estimation method and stochastic implementation for global optimization (Q1949597) (← links)
• Use in practice of importance sampling for repeated MCMC for Poisson models (Q1952059) (← links)
• Adaptive importance sampling for simulating copula-based distributions (Q2276225) (← links)
• A tutorial on the cross-entropy method (Q2485925) (← links)
• On the inefficiency of state-independent importance sampling in the presence of heavy tails (Q2643805) (← links)
• Tail behavior of negatively associated heavy-tailed sums (Q3410935) (← links)
• Bounded Relative Error Importance Sampling and Rare Event Simulation (Q3569722) (← links)
• Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk (Q3625360) (← links)
• IMPROVING THE NORMALIZED IMPORTANCE SAMPLING ESTIMATOR (Q4902491) (← links)
• Marginal Likelihood Estimation with the Cross-Entropy Method (Q5080510) (← links)
• Improved algorithms for rare event simulation with heavy tails (Q5480012) (← links)
• Learning methods for structural damage detection via entropy‐based sensors selection (Q6061092) (← links)