Efficient simulation for expectations over the union of half-spaces (Q6583734)
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scientific article; zbMATH DE number 7892839
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient simulation for expectations over the union of half-spaces |
scientific article; zbMATH DE number 7892839 |
Statements
Efficient simulation for expectations over the union of half-spaces (English)
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6 August 2024
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conditional Monte Carlo
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elliptical distribution
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rare event simulation
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variance reduction
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