Recursive estimation of a failure probability for a Lipschitz function
DOI10.5802/smai-jcm.80zbMath1493.65007arXiv2107.13369OpenAlexW3185654261MaRDI QIDQ2137891
Publication date: 11 May 2022
Published in: SMAI Journal of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.13369
sequential Monte Carloprobability of failuresequential designhigh dimensional problemtree based algorithms
Analysis of algorithms and problem complexity (68Q25) Monte Carlo methods (65C05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Randomized algorithms (68W20)
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