An Iterative Stochastic Method for Simulating Large Deviations and Rare Events (Q3093613)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Iterative Stochastic Method for Simulating Large Deviations and Rare Events |
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An Iterative Stochastic Method for Simulating Large Deviations and Rare Events (English)
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18 October 2011
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Monte Carlo simulation
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variance reduction
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importance sampling
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cross-entropy method
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singular value decomposition
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Gaussian white noise
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