State-dependent importance sampling schemes via minimum cross-entropy (Q666378)
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scientific article; zbMATH DE number 6012996
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| English | State-dependent importance sampling schemes via minimum cross-entropy |
scientific article; zbMATH DE number 6012996 |
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State-dependent importance sampling schemes via minimum cross-entropy (English)
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8 March 2012
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cross-entropy
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rare events
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importance sampling
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state dependence
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0.7922179102897644
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0.7824426293373108
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0.7788833975791931
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0.7771205902099609
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0.7726665139198303
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