Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution (Q2923433)

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Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution
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    Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution (English)
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    15 October 2014
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    Markov jump processes
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    importance sampling
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    improved cross entropy
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    zero-variance distribution
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    queueing system
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    stochastic chemical kinetics
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