On the generalization of the hazard rate twisting-based simulation approach (Q1702282)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the generalization of the hazard rate twisting-based simulation approach |
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On the generalization of the hazard rate twisting-based simulation approach (English)
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28 February 2018
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naive Monte Carlo
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rare events
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importance sampling
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hazard rate twisting
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logarithmic efficient
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twisting parameter
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