✦ LIBER ✦

Introduction to importance sampling in rare-event simulations

✍ Scribed by Denny, Mark

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

[Springer Series in Statistics] Introduc

✍ Bucklew, James Antonio 📂 Article 📅 2004 🏛 Springer New York ⚖ 448 KB

Introduction to Rare Event Simulation

✍ Peter J. Smith 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 232 KB

Markov chain importance sampling with ap

✍ Zdravko I. Botev, Pierre L’Ecuyer, Bruno Tuffin 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 658 KB

[Springer Series in Statistics] Introduc

✍ Bucklew, James Antonio 📂 Article 📅 2004 🏛 Springer New York ⚖ 967 KB

Importance sampling of rare transition e

✍ Cai, Wei; Kalos, Malvin H.; de Koning, Maurice; Bulatov, Vasily V. 📂 Article 📅 2002 🏛 The American Physical Society 🌐 English ⚖ 184 KB

State-dependent importance sampling for

✍ Jose Blanchet; Henry Lam 📂 Article 📅 2012 🏛 Elsevier 🌐 English ⚖ 655 KB