Optimisation of interacting particle systems for rare event estimation (Q1800121)
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scientific article; zbMATH DE number 6958977
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimisation of interacting particle systems for rare event estimation |
scientific article; zbMATH DE number 6958977 |
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Optimisation of interacting particle systems for rare event estimation (English)
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19 October 2018
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rare event
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probability
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interacting particle system
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optimisation
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hyperparameter
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surrogate model
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input-output model
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kriging
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