RESTART
From MaRDI portal
Software:15038
No author found.
Related Items (34)
Computing transition rates for the 1-D stochastic Ginzburg-Landau-Allen-Cahn equation for finite-amplitude noise with a rare event algorithm ⋮ Adaptive Multilevel Splitting for Rare Event Analysis ⋮ A Koopman framework for rare event simulation in stochastic differential equations ⋮ Rare Event Simulation Using Reversible Shaking Transformations ⋮ Computational costs of fast stochastic simulation techniques for Markovian fluid models in multiservice networks ⋮ Combinatorial analysis of the adaptive last particle method ⋮ FAST SIMULATION OF A QUEUE FED BY A SUPERPOSITION OF MANY (HEAVY-TAILED) SOURCES ⋮ A simple yet effective decision support policy for mass-casualty triage ⋮ Rare event restart simulation of two-stage networks ⋮ Unnamed Item ⋮ Analysis of an interacting particle method for rare event estimation ⋮ THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITAL ⋮ A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis ⋮ An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting ⋮ Sampling per mode for rare event simulation in switching diffusions ⋮ Adaptive multilevel splitting: Historical perspective and recent results ⋮ On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting ⋮ The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation ⋮ Splitting algorithms for rare event simulation over long time intervals ⋮ Effective branching splitting method under cost constraint ⋮ Unnamed Item ⋮ Accelerated consistent estimation of a high load probability in \(M/G/1\) and \(GI/G/1\) queues ⋮ Rare-event simulation of non-Markovian queueing networks using a state-dependent change of measure determined using cross-entropy ⋮ Multilevel Splitting for Estimating Rare Event Probabilities ⋮ Unnamed Item ⋮ On the efficiency of fluid simulation of networks ⋮ Efficient Monte Carlo simulation via the generalized splitting method ⋮ Conditioning on One-Step Survival for Barrier Option Simulations ⋮ Statistical analysis of a dynamic model for dietary contaminant exposure ⋮ Variational approach to rare event simulation using least-squares regression ⋮ Effects of refractory period on stochastic resetting ⋮ Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks ⋮ Importance functions for restart simulation of general Jackson networks ⋮ Optimal mean first-passage time of a Brownian searcher with resetting in one and two dimensions: experiments, theory and numerical tests
This page was built for software: RESTART