Pages that link to "Item:Q1883268"

The following pages link to Introduction to rare event simulation. (Q1883268):

Displaying 50 items.

• Rare event probability estimation in the presence of epistemic uncertainty on input probability distribution parameters (Q267894) (← links)
• Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
• Computation of credit portfolio loss distribution by a cross entropy method (Q330381) (← links)
• An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting (Q398785) (← links)
• An efficient surrogate-based method for computing rare failure probability (Q422494) (← links)
• Efficient Monte Carlo for high excursions of Gaussian random fields (Q433910) (← links)
• Multicanonical MCMC for sampling rare events: an illustrative review (Q457273) (← links)
• Long runs under a conditional limit distribution (Q473155) (← links)
• Random variate generation for Laguerre-type exponentially tilted \(\alpha\)-stable distributions (Q491385) (← links)
• Nonequilibrium Markov processes conditioned on large deviations (Q496165) (← links)
• Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010) (← links)
• The cross-entropy method with patching for rare-event simulation of large Markov chains (Q613460) (← links)
• Large deviation theory for a homogenized and ``corrected'' elliptic ODE (Q639504) (← links)
• Simulation and estimation of extreme quantiles and extreme probabilities (Q649122) (← links)
• Efficient simulation of tail probabilities of sums of correlated lognormals (Q666348) (← links)
• State-dependent importance sampling schemes via minimum cross-entropy (Q666378) (← links)
• Sequential Monte Carlo for rare event estimation (Q693307) (← links)
• A pentatonic classification of extreme events (Q728402) (← links)
• Markov chain importance sampling with applications to rare event probability estimation (Q746273) (← links)
• Computation of extreme values of time averaged observables in climate models with large deviation techniques (Q781841) (← links)
• Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
• A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling (Q877786) (← links)
• Moments, errors, asymptotic normality and large deviation principle in nonparametric functional regression (Q900977) (← links)
• Efficient rare-event simulation for the maximum of heavy-tailed random walks (Q939072) (← links)
• Rare event simulation for T-cell activation (Q1018052) (← links)
• Importance sampling algorithms for first passage time probabilities in the infinite server queue (Q1042120) (← links)
• On the generalization of the hazard rate twisting-based simulation approach (Q1702282) (← links)
• Exact and efficient sampling of conditioned walks (Q1706310) (← links)
• Optimisation of interacting particle systems for rare event estimation (Q1800121) (← links)
• Bayesian inference through encompassing priors and importance sampling for a class of marginal models for categorical data (Q1927186) (← links)
• Adaptive sampling of large deviations (Q1990117) (← links)
• Large deviations for the empirical measure of the zig-zag process (Q2075330) (← links)
• Importance sampling for maxima on trees (Q2132531) (← links)
• Recursive estimation of a failure probability for a Lipschitz function (Q2137891) (← links)
• Introduction to dynamical large deviations of Markov processes (Q2149408) (← links)
• Efficient large deviation estimation based on importance sampling (Q2202311) (← links)
• Explicit formula for asymptotic higher moments of the Nadaraya-Watson estimator (Q2257020) (← links)
• Some large deviations results for Latin hypercube sampling (Q2276415) (← links)
• Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance (Q2325336) (← links)
• Importance sampling and its optimality for stochastic simulation models (Q2326062) (← links)
• A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes (Q2344885) (← links)
• A population balance-Monte Carlo method for particle coagulation in spatially inhomogeneous systems (Q2362020) (← links)
• Correlations in nonequilibrium steady states of random halves models (Q2385197) (← links)
• Efficient importance sampling for binary contingency tables (Q2389598) (← links)
• Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue (Q2465680) (← links)
• Editorial: rare-event simulation for queues (Q2465685) (← links)
• Determination of sample size in a rare event simulation method (Q2501329) (← links)
• Polynomial chaos based uncertainty quantification in Hamiltonian, multi-time scale, and chaotic systems (Q2513922) (← links)
• Interacting particle system based estimation of reach probability of general stochastic hybrid systems (Q2677118) (← links)
• Random assignment versus fixed assignment in multilevel importance splitting for estimating stochastic reach probabilities (Q2684914) (← links)