Pages that link to "Item:Q3033291"
From MaRDI portal
The following pages link to Importance Sampling for Stochastic Simulations (Q3033291):
Displaying 50 items.
- Testing the assumptions behind importance sampling (Q302094) (← links)
- Point process-based Monte Carlo estimation (Q517403) (← links)
- The cross-entropy method with patching for rare-event simulation of large Markov chains (Q613460) (← links)
- Approximating zero-variance importance sampling in a reliability setting (Q666369) (← links)
- Variance-reduced simulation of lattice discrete-time Markov chains with applications in reaction networks (Q729598) (← links)
- Exponential families and regression in the Monte Carlo study of queues and random walks (Q753366) (← links)
- Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models (Q756445) (← links)
- Importance sampling via a simulacrum (Q757006) (← links)
- A hybrid fluid-kinetic model for hydrogenic atoms in the plasma edge of tokamaks based on a micro-macro decomposition of the kinetic equation (Q778270) (← links)
- A sensitivity analysis method to evaluate the impacts of random and interval variables on the probability box (Q823474) (← links)
- A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling (Q877786) (← links)
- A risk model with renewal shot-noise Cox process (Q896743) (← links)
- Consistent estimation of the accuracy of importance sampling using regenerative simulation (Q951212) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- Simulation of diffusions by means of importance sampling paradigm (Q990386) (← links)
- Importance sampling algorithms for first passage time probabilities in the infinite server queue (Q1042120) (← links)
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs (Q1207838) (← links)
- Decomposable score function estimators for sensitivity analysis and optimization of queueing networks (Q1207845) (← links)
- Sensitivity analysis of discrete event systems by the ''push out'' method (Q1207846) (← links)
- Strategic financial risk management and operations research (Q1278574) (← links)
- Intelligent control and optimization under uncertainty with application to hydro power (Q1278637) (← links)
- Importance sampling for Gibbs random fields (Q1308711) (← links)
- Multi-stage stochastic linear programs for portfolio optimization (Q1313141) (← links)
- Decomposition methods in stochastic programming (Q1365061) (← links)
- Optimal importance sampling for Markovian systems with applications to tandem queues (Q1404619) (← links)
- Permuted derivative and importance-sampling estimators for regenerative simulations. (Q1429938) (← links)
- An incremental off-policy search in a model-free Markov decision process using a single sample path (Q1621868) (← links)
- Uncertainty quantification of stochastic simulation for black-box computer experiments (Q1739334) (← links)
- Optimisation of interacting particle systems for rare event estimation (Q1800121) (← links)
- Efficiency improvement techniques (Q1805481) (← links)
- Parameter estimation in stochastic scenario generation systems (Q1806616) (← links)
- Ordinal optimization approach to rare event probability problems (Q1901415) (← links)
- Estimates and confidence intervals for importance sampling sensitivity analysis (Q1921102) (← links)
- Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
- Balanced importance resampling for Markov chains (Q1969150) (← links)
- Importance sampling for continuous time Markov chains and applications to fluid models (Q1973907) (← links)
- Analysis of the deviation of the nonstationary availability factor of a restorable system from its stationary value (Q1974337) (← links)
- M-PCM-OFFD: an effective output statistics estimation method for systems of high dimensional uncertainties subject to low-order parameter interactions (Q1997513) (← links)
- Estimation of steady-state quantities of an HMM with some rarely generated emissions (Q2121625) (← links)
- Importance sampling for maxima on trees (Q2132531) (← links)
- A bi-fidelity surrogate modeling approach for uncertainty propagation in three-dimensional hemodynamic simulations (Q2184449) (← links)
- Rare event simulation for large-scale structures with local nonlinearities (Q2184453) (← links)
- Statistical theory powering data science (Q2194583) (← links)
- Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance (Q2196543) (← links)
- Exact variance-reduced simulation of lattice continuous-time Markov chains with applications in reaction networks (Q2325579) (← links)
- Importance sampling and its optimality for stochastic simulation models (Q2326062) (← links)
- Boundedness conditions for relative error in fast simulation of reliability of non-Markovian systems (Q2371721) (← links)
- Efficient importance sampling for binary contingency tables (Q2389598) (← links)
- Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities (Q2455052) (← links)
- Simulating the ruin probability of risk processes with delay in claim settlement (Q2485774) (← links)
