Importance sampling the union of rare events with an application to power systems analysis
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Publication:1722053
DOI10.1214/18-EJS1527zbMath1416.62088arXiv1710.06965OpenAlexW2963538277WikidataQ128454153 ScholiaQ128454153MaRDI QIDQ1722053
Yury Maximov, Michael Chertkov, Art B. Owen
Publication date: 14 February 2019
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.06965
Applications of statistics in engineering and industry; control charts (62P30) Sampling theory, sample surveys (62D05)
Related Items (4)
Daisee: Adaptive importance sampling by balancing exploration and exploitation ⋮ Rethinking the Effective Sample Size ⋮ Importance sampling and its optimality for stochastic simulation models ⋮ A principled stopping rule for importance sampling
Uses Software
Cites Work
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