Markov chain importance sampling with applications to rare event probability estimation (Q746273)
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scientific article; zbMATH DE number 6495063
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov chain importance sampling with applications to rare event probability estimation |
scientific article; zbMATH DE number 6495063 |
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Markov chain importance sampling with applications to rare event probability estimation (English)
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16 October 2015
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importance sampling
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nonparametric
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minimum variance density
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rare-event probability
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variance reduction
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