Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models

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Publication:6072164

DOI10.1002/nav.21938zbMath1523.90104OpenAlexW3080841735MaRDI QIDQ6072164

Eunshin Byon, Henry Lam, Young Myoung Ko, Unnamed Author

Publication date: 12 October 2023

Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/2027.42/162776




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