RARE EVENT SIMULATION
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- scientific article; zbMATH DE number 5787344
- Rare event simulation for stochastic dynamics in continuous time
- scientific article; zbMATH DE number 5560392
Cited in
(28)- scientific article; zbMATH DE number 219442 (Why is no real title available?)
- Comparative analysis of two modified fast simulation methods for evaluation of the failure probability of a rank structure system
- A nonasymptotic theorem for unnormalized Feynman-Kac particle models
- Rare event restart simulation of two-stage networks
- On the efficiency of RESTART for multidimensional state systems
- Rare Event Simulation using Monte Carlo Methods
- Sequential Monte Carlo for rare event estimation
- Evaluation of the probability of functional failure of a redundant system by importance sampling method
- Fast simulation of the customer blocking probability in queueing networks with multicast access
- Splitting algorithms for rare event simulation over long time intervals
- Sampling per mode for rare event simulation in switching diffusions
- Stochastic enumeration method for counting NP-hard problems
- Efficient Monte Carlo simulation via the generalized splitting method
- Statistical analysis of a dynamic model for dietary contaminant exposure
- Effective branching splitting method under cost constraint
- Unbiased simulation of rare events in continuous time
- The theory of direct probability redistribution and its application to rare event simulation
- Rare Event Simulation Using Reversible Shaking Transformations
- A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis
- The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation
- Fast simulation of the functional failure of an \(s-t\)-network with repair
- Moment-preserving and mesh-adaptive reweighting method for rare-event sampling in Monte-Carlo algorithms
- Rare event simulation and splitting for discontinuous random variables
- On computer-intensive simulation and estimation methods for rare-event analysis in epidemic models
- Rare event simulation for steady-state probabilities via recurrency cycles
- Fast simulation of the customer blocking probability in a queueing system with Poisson input flow controlled by a semi-Markov process
- Computing the principal eigenelements of some linear operators using a branching Monte Carlo method
- Applying fast simulation to the evaluation of customer blocking probability in the multichannel queuing system with multicast access
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