Approximating zero-variance importance sampling in a reliability setting
DOI10.1007/S10479-009-0532-5zbMATH Open1235.90057OpenAlexW2140198391MaRDI QIDQ666369FDOQ666369
Authors: Pierre L'Ecuyer, Bruno Tuffin 
Publication date: 8 March 2012
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.150.3126
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Cites Work
- Title not available (Why is that?)
- Stochastic simulation: Algorithms and analysis
- Importance Sampling for Stochastic Simulations
- Fast simulation of Markov chains with small transition probabilities
- Importance Sampling for the Simulation of Highly Reliable Markovian Systems
- Fast simulation of rare events in queueing and reliability models
- Adapative importance sampling on discrete Markov chains
- Asymptotic methods in reliability theory: a review
- Adaptive Importance Sampling Technique for Markov Chains Using Stochastic Approximation
- QUICK SIMULATION METHODS FOR ESTIMATING THE UNRELIABILITY OF REGENERATIVE MODELS OF LARGE, HIGHLY RELIABLE SYSTEMS
- General conditions for bounded relative error in simulations of highly reliable Markovian systems
- MTTF Estimation using importance sampling on Markov models
- A New Multistage Procedure for Systematic Variance Reduction in Monte Carlo
Cited In (10)
- Bounded Relative Error Importance Sampling and Rare Event Simulation
- Faster estimates of the mean of bounded random variables
- Path-ZVA: general, efficient, and automated importance sampling for highly reliable Markovian systems
- Conditional reliability analysis in high dimensions based on controlled mixture importance sampling and information reuse
- Some recent results in rare event estimation
- An adaptive zero-variance importance sampling approximation for static network dependability evaluation
- Minimization of a class of rare event probabilities and buffered probabilities of exceedance
- Zero-Variance Importance Sampling Estimators for Markov Process Expectations
- Reliability measures for two-part partition of states for aggregated Markov repairable systems
- Estimating the s − t Reliability Function Using Importance and Stratified Sampling
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