A comparison of cross-entropy and variance minimization strategies (Q3094483)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of cross-entropy and variance minimization strategies |
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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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