RESTART

swMATH2499MaRDI QIDQ15038FDOQ15038

Author name not available (Why is that?)

Cited In (34)

• Title not available (Why is that?)
• Computing transition rates for the 1-D stochastic Ginzburg-Landau-Allen-Cahn equation for finite-amplitude noise with a rare event algorithm
• Computational costs of fast stochastic simulation techniques for Markovian fluid models in multiservice networks
• Rare event restart simulation of two-stage networks
• Effects of refractory period on stochastic resetting
• Splitting algorithms for rare event simulation over long time intervals
• Sampling per mode for rare event simulation in switching diffusions
• Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks
• A Koopman framework for rare event simulation in stochastic differential equations
• Rare-event simulation of non-Markovian queueing networks using a state-dependent change of measure determined using cross-entropy
• On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting
• Accelerated consistent estimation of a high load probability in \(M/G/1\) and \(GI/G/1\) queues
• Efficient Monte Carlo simulation via the generalized splitting method
• Statistical analysis of a dynamic model for dietary contaminant exposure
• A simple yet effective decision support policy for mass-casualty triage
• Title not available (Why is that?)
• Effective branching splitting method under cost constraint
• Rare Event Simulation Using Reversible Shaking Transformations
• On the efficiency of fluid simulation of networks
• Title not available (Why is that?)
• Combinatorial analysis of the adaptive last particle method
• Analysis of an interacting particle method for rare event estimation
• A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis
• Multilevel splitting for estimating rare event probabilities
• An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting
• Importance functions for restart simulation of general Jackson networks
• The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation
• Optimal mean first-passage time of a Brownian searcher with resetting in one and two dimensions: experiments, theory and numerical tests
• Adaptive Multilevel Splitting for Rare Event Analysis
• Adaptive multilevel splitting: Historical perspective and recent results
• Variational approach to rare event simulation using least-squares regression
• Conditioning on One-Step Survival for Barrier Option Simulations
• FAST SIMULATION OF A QUEUE FED BY A SUPERPOSITION OF MANY (HEAVY-TAILED) SOURCES
• THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITAL

This page was built for software: RESTART