Rare event simulation for electronic circuit design

DOI10.5802/msia.19OpenAlexW3200332141MaRDI QIDQ2094847

Xavier Jonsson, Jérôme Lelong

Publication date: 8 November 2022

Published in: MathematicS In Action (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.08393

Mathematics Subject Classification ID

Circuits, networks (94Cxx) Computer science (68-XX)

Cites Work

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• Adaptive optimal allocation in stratified sampling methods
• The cross-entropy method for continuous multi-extremal optimization
• Robust adaptive importance sampling for normal random vectors
• Asymptotically Optimal Importance Sampling and Stratification for Pricing Path-Dependent Options

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