Safe and Effective Importance Sampling (Q4541283)
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scientific article; zbMATH DE number 1773831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Safe and Effective Importance Sampling |
scientific article; zbMATH DE number 1773831 |
Statements
30 July 2002
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control variates
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Monte Carlo
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rare events
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reliability
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value at risk
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variance reduction
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importance sampling
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Safe and Effective Importance Sampling (English)
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