Markov chain importance sampling with applications to rare event probability estimation (Q746273)
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scientific article; zbMATH DE number 6495063
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Markov chain importance sampling with applications to rare event probability estimation |
scientific article; zbMATH DE number 6495063 |
Statements
Markov chain importance sampling with applications to rare event probability estimation (English)
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16 October 2015
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importance sampling
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nonparametric
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minimum variance density
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rare-event probability
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variance reduction
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0.8259804248809814
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0.8180059790611267
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0.8132167458534241
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0.8117820620536804
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0.803477942943573
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