Rare event simulation for electronic circuit design

DOI10.5802/MSIA.19MaRDI QIDQ2094847zbMATH OpenOpenAlexFDO

Authors Xavier Jonsson, Jérôme Lelong

Publication date 8 November 2022

Published in MathematicS In Action (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2109.08393

Mathematics Subject Classification ID

Computer science (68-XX) Circuits, networks (94Cxx)

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Cites work

• Adaptive optimal allocation in stratified sampling methods
• Asymptotically optimal importance sampling and stratification for pricing path-dependent options
• scientific article; zbMATH DE number 439951 (Why is no real title available?)
• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• Robust adaptive importance sampling for normal random vectors
• The cross-entropy method for continuous multi-extremal optimization

Cited in

(2)

• Rare event simulation for electronic circuit design
• Rare-event simulation for neural network and random forest predictors

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