Sequential Monte Carlo for rare event estimation
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Publication:693307
DOI10.1007/s11222-011-9231-6zbMath1252.62083WikidataQ56689539 ScholiaQ56689539MaRDI QIDQ693307
Teddy Furon, Pierre Del Moral, Frédéric Cérou, Arnaud Guyader
Publication date: 7 December 2012
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/inria-00584352/file/cdfg.pdf
65C05: Monte Carlo methods
60K35: Interacting random processes; statistical mechanics type models; percolation theory
62L12: Sequential estimation
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