Pages that link to "Item:Q5378605"

The following pages link to Methods of Reducing Sample Size in Monte Carlo Computations (Q5378605):

Displaying 38 items.

• Testing the assumptions behind importance sampling (Q302094) (← links)
• A tutorial on particle filters (Q313090) (← links)
• Importance sampling via a simulacrum (Q757006) (← links)
• Computing highly accurate confidence limits from discrete data using importance sampling (Q892812) (← links)
• Importance sampling in systems simulation: A practical failure? (Q1258248) (← links)
• The sample size required in importance sampling (Q1650098) (← links)
• Importance sampling the union of rare events with an application to power systems analysis (Q1722053) (← links)
• Uncertainty quantification of stochastic simulation for black-box computer experiments (Q1739334) (← links)
• Importance sampling: intrinsic dimension and computational cost (Q1750255) (← links)
• Bayesian econometrics and forecasting. (With comments) (Q1841081) (← links)
• Implicitly adaptive importance sampling (Q2058716) (← links)
• Extreme event probability estimation using PDE-constrained optimization and large deviation theory, with application to tsunamis (Q2065516) (← links)
• \texttt{CAMERA}: a method for cost-aware, adaptive, multifidelity, efficient reliability analysis (Q2099759) (← links)
• Variance reduction for Metropolis-Hastings samplers (Q2104009) (← links)
• Instance weighting through data imprecisiation (Q2237178) (← links)
• Approximating concept stability using variance reduction techniques (Q2286394) (← links)
• Multi-stage splitting integrators for sampling with modified Hamiltonian Monte Carlo methods (Q2311667) (← links)
• Generalized multiple importance sampling (Q2325623) (← links)
• Importance sampling and its optimality for stochastic simulation models (Q2326062) (← links)
• Single-index importance sampling with stratification (Q2684956) (← links)
• Importance Sampling and Necessary Sample Size: An Information Theory Approach (Q3176248) (← links)
• Multilevel Sequential Importance Sampling for Rare Event Estimation (Q3303985) (← links)
• Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation (Q3391109) (← links)
• Stochastic finite element methods for partial differential equations with random input data (Q4683917) (← links)
• (Q4969150) (← links)
• Output-Weighted Optimal Sampling for Bayesian Experimental Design and Uncertainty Quantification (Q4995116) (← links)
• Efficient Computation of Extreme Excursion Probabilities for Dynamical Systems through Rice's Formula (Q4995122) (← links)
• Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation (Q5010082) (← links)
• Smoothing Splines Approximation Using Hilbert Curve Basis Selection (Q5057090) (← links)
• A Survey of Sequential Monte Carlo Methods for Economics and Finance (Q5080148) (← links)
• Optimization under Rare Chance Constraints (Q5081097) (← links)
• (Q5214266) (← links)
• Rethinking the Effective Sample Size (Q6067598) (← links)
• Meta variance reduction for Monte Carlo estimation of energetic particle confinement during stellarator optimization (Q6087957) (← links)
• On the stochastic inventory problem under order capacity constraints (Q6090156) (← links)
• Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions (Q6177925) (← links)
• The square root rule for adaptive importance sampling (Q6600089) (← links)
• Scalable test of statistical significance for protein-DNA binding changes with insertion and deletion of bases in the genome (Q6665539) (← links)