Markov chain importance sampling with applications to rare event probability estimation (Q746273)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Markov chain importance sampling with applications to rare event probability estimation
scientific article

    Statements

    Markov chain importance sampling with applications to rare event probability estimation (English)
    0 references
    0 references
    0 references
    0 references
    16 October 2015
    0 references
    importance sampling
    0 references
    nonparametric
    0 references
    minimum variance density
    0 references
    rare-event probability
    0 references
    variance reduction
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references