Efficient Monte Carlo simulation via the generalized splitting method (Q746173)
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scientific article; zbMATH DE number 6494998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Monte Carlo simulation via the generalized splitting method |
scientific article; zbMATH DE number 6494998 |
Statements
Efficient Monte Carlo simulation via the generalized splitting method (English)
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16 October 2015
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splitting method
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RESTART
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MCMC
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rare-event probability estimation
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level-crossing
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convergence diagnostic
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importance sampling
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Boolean satisfiability problem
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fixed effort
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fixed splitting
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sequential Monte Carlo
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combinatorial counting
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