Efficient rare event simulation for heavy-tailed systems via cross entropy (Q2450619)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient rare event simulation for heavy-tailed systems via cross entropy |
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Efficient rare event simulation for heavy-tailed systems via cross entropy (English)
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14 May 2014
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rare-event simulation
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importance sampling
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cross entropy method
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