A comparison of cross-entropy and variance minimization strategies (Q3094483)
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scientific article; zbMATH DE number 5963729
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| English | A comparison of cross-entropy and variance minimization strategies |
scientific article; zbMATH DE number 5963729 |
Statements
A comparison of cross-entropy and variance minimization strategies (English)
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25 October 2011
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variance minimization
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cross entropy
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importance sampling
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rare-event simulation
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likelihood ratio degeneracy
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0.7890740633010864
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0.7782703042030334
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0.7779536843299866
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0.7711867690086365
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