Nadhir Ben Rached

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A fast and accurate numerical method for the left tail of sums of independent random variables Statistics and Computing	2025-01-07	Paper
Multilevel importance sampling for rare events associated with the McKean-Vlasov equation Statistics and Computing	2025-01-07	Paper
Double-loop importance sampling for McKean-Vlasov stochastic differential equation Statistics and Computing	2024-11-26	Paper
Automated importance sampling via optimal control for stochastic reaction networks: a Markovian projection-based approach Journal of Computational and Applied Mathematics	2024-07-04	Paper
Learning-based importance sampling via stochastic optimal control for stochastic reaction networks Statistics and Computing	2023-07-20	Paper
State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables Statistics and Computing	2023-07-18	Paper
Multi-index Importance Sampling for McKean-Vlasov Stochastic Differential Equation	2023-07-11	Paper
Double-Loop Importance Sampling for McKean--Vlasov Stochastic Differential Equation	2022-07-14	Paper
Efficient importance sampling for large sums of independent and identically distributed random variables Statistics and Computing	2021-12-10	Paper
Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks Statistics and Computing	2020-11-04	Paper
On the efficient simulation of the left-tail of the sum of correlated log-normal variates Monte Carlo Methods and Applications	2018-06-08	Paper
On the generalization of the hazard rate twisting-based simulation approach Statistics and Computing	2018-02-28	Paper
Multilevel Importance Sampling for Rare Events Associated With the McKean--Vlasov Equation (available as arXiv preprint)	N/A	Paper
Importance sampling for rare event tracking within the ensemble Kalman filtering framework (available as arXiv preprint)	N/A	Paper

Research outcomes over time

This page was built for person: Nadhir Ben Rached