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Path-ZVA: general, efficient, and automated importance sampling for highly reliable Markovian systems - MaRDI portal

Path-ZVA: general, efficient, and automated importance sampling for highly reliable Markovian systems

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Publication:6583733

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DOI10.1145/3161569zbMath1542.60002MaRDI QIDQ6583733

Daniël Reijsbergen, Werner R. W. Scheinhardt, Sandeep Juneja, Pieter-Tjerk de Boer

Publication date: 6 August 2024

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

zbMATH Keywords

importance sampling rare-event simulation highly reliable systems

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Statistical ranking and selection procedures (62F07)

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