How to generate uniform samples on discrete sets using the splitting method

DOI10.1017/S0269964810000057MaRDI QIDQ3585151zbMATH OpenOpenAlexFDO

Authors Andrey Dolgin, Radislav Vaisman, Peter W. Glynn, Reuven Y. Rubinstein

Publication date 19 August 2010

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964810000057

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22)

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Cites work

• scientific article; zbMATH DE number 5070674 (Why is no real title available?)
• scientific article; zbMATH DE number 2117227 (Why is no real title available?)
• A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis
• An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting
• Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
• Randomized algorithms with splitting: Why the classic randomized algorithms do not work and how to make them work
• Rare events, splitting, and quasi-Monte Carlo
• Simulation and the Monte Carlo Method
• The Gibbs cloner for combinatorial optimization, counting and sampling
• The cross-entropy method for combinatorial and continuous optimization

Cited in

(4)

• On the use of smoothing to improve the performance of the splitting method
• How to Generate and Use Universal Samplers
• Building initial partitions through sampling techniques
• The splitting method for decision making

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