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Publication:3434966
zbMath1114.65004MaRDI QIDQ3434966
Pierre Del Moral, Pascal Lezaud
Publication date: 3 May 2007
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
algorithmsimportance samplingrare eventserror boundsMonte Carlo methodscentral limit theorembranching particle interpretationsfluctuation variance comparaisonsmulti-splitting branching models
Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stochastic particle methods (65C35)
Related Items (6)
Multilevel Estimation of Rare Events ⋮ Unbiased simulation of rare events in continuous time ⋮ Analysis of an interacting particle method for rare event estimation ⋮ Sampling per mode for rare event simulation in switching diffusions ⋮ Sequential Monte Carlo for rare event estimation ⋮ Optimisation of interacting particle systems for rare event estimation
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