Some Recent Results in Rare Event Estimation

DOI10.1051/proc/201444015zbMath1329.65006OpenAlexW2102034078MaRDI QIDQ3451720

Virgile Caron, Arnaud Guyader, Bruno Tuffin, Miguel Munoz Zuniga

Publication date: 17 November 2015

Published in: ESAIM: Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/proc/201444015

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (2)

On the optimal importance process for piecewise deterministic Markov process ⋮ Long runs under a conditional limit distribution

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