How to generate uniform samples on discrete sets using the splitting method
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Publication:3585151
DOI10.1017/S0269964810000057zbMATH Open1196.60134OpenAlexW2050189340MaRDI QIDQ3585151FDOQ3585151
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
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Cites Work
- The cross-entropy method for combinatorial and continuous optimization
- Simulation and the Monte Carlo Method
- Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
- Title not available (Why is that?)
- Rare events, splitting, and quasi-Monte Carlo
- The Gibbs cloner for combinatorial optimization, counting and sampling
- Title not available (Why is that?)
- An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting
- A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis
- Randomized algorithms with splitting: Why the classic randomized algorithms do not work and how to make them work
Cited In (4)
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