Sequential Monte Carlo for rare event estimation (Q693307)

From MaRDI portal





scientific article; zbMATH DE number 6114107
Language Label Description Also known as
English
Sequential Monte Carlo for rare event estimation
scientific article; zbMATH DE number 6114107

    Statements

    Sequential Monte Carlo for rare event estimation (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    7 December 2012
    0 references
    sequential importance sampling
    0 references
    Feynman-Kac formula
    0 references
    fingerprinting
    0 references
    watermarking
    0 references

    Identifiers