How to deal with the curse of dimensionality of likelihood ratios in Monte Carlo simulation (Q3653121)
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scientific article; zbMATH DE number 5650374
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| English | How to deal with the curse of dimensionality of likelihood ratios in Monte Carlo simulation |
scientific article; zbMATH DE number 5650374 |
Statements
How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation (English)
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18 December 2009
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cross-entropy
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rare-event probability estimation
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screening
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simulation
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0.7660154700279236
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0.7313747406005859
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0.7295722961425781
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0.7294548153877258
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