Rare events, splitting, and quasi-Monte Carlo

From MaRDI portal
Publication:3549155

DOI10.1145/1225275.1225280zbMath1281.62085OpenAlexW1990674830MaRDI QIDQ3549155

Bruno Tuffin, Valérie Demers, Pierre L'Ecuyer

Publication date: 21 December 2008

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1225275.1225280



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (20)

Rare event probability estimation in the presence of epistemic uncertainty on input probability distribution parametersBounding rare event probabilities in computer experimentsCounting with Combined Splitting and Capture–Recapture MethodsOn the reliability estimation of stochastic binary systemsRandom assignment versus fixed assignment in multilevel importance splitting for estimating stochastic reach probabilitiesA rare event approach to high-dimensional approximate Bayesian computationThe design and analysis of a generalized RESTART/DPR algorithm for rare event simulationA combined splitting-cross entropy method for rare-event probability estimation of queueing networksSampling Conditionally on a Rare Event via Generalized SplittingThe Splitting Method for Decision MakingSorting methods and convergence rates for Array-RQMC: some empirical comparisonsAnalysis of adaptive directional stratification for the controlled estimation of rare event probab\-ilitiesHOW TO GENERATE UNIFORM SAMPLES ON DISCRETE SETS USING THE SPLITTING METHODVariance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networksEfficient Monte Carlo simulation via the generalized splitting methodRisk averse stochastic structural topology optimizationOn the Use of Smoothing to Improve the Performance of the Splitting MethodImportance functions for restart simulation of general Jackson networksSequential stratified splitting for efficient Monte Carlo integrationSearching for targets of nonuniform size using mixing transformations: constructive upper bounds and limit laws




This page was built for publication: Rare events, splitting, and quasi-Monte Carlo