Sequential Monte Carlo for rare event estimation (Q693307)
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scientific article; zbMATH DE number 6114107
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Sequential Monte Carlo for rare event estimation |
scientific article; zbMATH DE number 6114107 |
Statements
Sequential Monte Carlo for rare event estimation (English)
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7 December 2012
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sequential importance sampling
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Feynman-Kac formula
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fingerprinting
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watermarking
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0.8531512022018433
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0.836174726486206
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0.8291903734207153
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0.8087519407272339
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0.797014057636261
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