Optimal potential functions for the interacting particle system method (Q2040468)
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scientific article; zbMATH DE number 7371392
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| English | Optimal potential functions for the interacting particle system method |
scientific article; zbMATH DE number 7371392 |
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Optimal potential functions for the interacting particle system method (English)
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14 July 2021
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rare event simulation
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interacting particle system
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sequential Monte Carlo samplers
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Feynman-Kac particle filters
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0.878455638885498
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0.7807691097259521
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0.777114748954773
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0.7719140648841858
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