Importance sampling in rare event simulation
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(42)- Some results in importance sampling and an application to detection
- Rare event simulation via importance sampling for linear SPDE's
- Importance sampling the union of rare events with an application to power systems analysis
- Introduction to rare event simulation.
- Efficient importance sampling for large sums of independent and identically distributed random variables
- Rare event simulation for electronic circuit design
- Rare event simulation for diffusion processes via two-stage importance sampling
- An adaptive metamodel-based subset importance sampling approach for the assessment of the functional failure probability of a thermal-hydraulic passive system
- Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities
- Determination of sample size in a rare event simulation method
- Chance-constrained problems and rare events: an importance sampling approach
- Testing the assumptions behind importance sampling
- Importance Sampling for Stochastic Simulations
- An adaptive zero-variance importance sampling approximation for static network dependability evaluation
- Some recent results in rare event estimation
- Bounded Relative Error Importance Sampling and Rare Event Simulation
- Robustness properties and confidence interval reliability issues
- Rare event analysis by Monte Carlo techniques in static models
- Importance Sampling and the Cyclic Approach
- How to deal with the curse of dimensionality of likelihood ratios in Monte Carlo simulation
- An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting
- Simulating level-crossing probabilities by importance sampling
- Sampling per mode for rare event simulation in switching diffusions
- scientific article; zbMATH DE number 1790422 (Why is no real title available?)
- Asymptotic robustness of estimators in rare-event simulation
- Small variance estimators for rare event probabilities
- Rare event simulation of small noise diffusions
- scientific article; zbMATH DE number 219442 (Why is no real title available?)
- scientific article; zbMATH DE number 2104318 (Why is no real title available?)
- Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation
- Variational approach to rare event simulation using least-squares regression
- Efficient rare event simulation for failure problems in random media
- Importance sampling for multi-constraints rare event probability
- Estimation of rare event probabilities in stochastic networks with exponential and beta probability distributions
- Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning
- Moment-preserving and mesh-adaptive reweighting method for rare-event sampling in Monte-Carlo algorithms
- Quantizing Rare Random Maps: Application to Flooding Visualization
- Infinite swapping using IID samples
- The square root rule for adaptive importance sampling
- Rare-event simulation for neural network and random forest predictors
- Rare-event probability estimation with conditional Monte Carlo
- Data-based importance sampling estimates for extreme events
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