Optimisation of interacting particle systems for rare event estimation (Q1800121)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimisation of interacting particle systems for rare event estimation
scientific article

    Statements

    Optimisation of interacting particle systems for rare event estimation (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    19 October 2018
    0 references
    0 references
    rare event
    0 references
    probability
    0 references
    interacting particle system
    0 references
    optimisation
    0 references
    hyperparameter
    0 references
    surrogate model
    0 references
    input-output model
    0 references
    kriging
    0 references
    0 references
    0 references
    0 references
    0 references