Rare-event simulation for neural network and random forest predictors

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Efficient Monte Carlo for high excursions of Gaussian random fields
Efficient rare-event simulation for perpetuities
Improved cross-entropy method for estimation
Go with the winners: a general Monte Carlo strategy
Markov chain importance sampling with applications to rare event probability estimation
Performance analysis conditioned on rare events: an adaptive simulation scheme
Efficient rare-event simulation for the maximum of heavy-tailed random walks
Splitting for rare event simulation: A large deviation approach to design and analysis
Importance sampling algorithms for first passage time probabilities in the infinite server queue
Conjugate processes and the simulation of ruin problems
Importance sampling in the Monte Carlo study of sequential tests
Optimization of computer simulation models with rare events
Adapative importance sampling on discrete Markov chains
Counterexamples in importance sampling for large deviations probabilities
Importance sampling the union of rare events with an application to power systems analysis
Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors
On multivariate Gaussian tails
Rare event simulation for a slotted time M/G/s model
Compositional falsification of cyber-physical systems with machine learning components
Efficient importance sampling for binary contingency tables
A tutorial on the cross-entropy method
Stochastic simulation: Algorithms and analysis
Multilevel splitting for estimating rare event probabilities
Algorithms and Software for Convex Mixed Integer Nonlinear Programs
Importance Sampling for Multiscale Diffusions
Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution
Simulation and the Monte Carlo Method
Importance Sampling for Stochastic Simulations
Importance Sampling for Portfolio Credit Risk
Importance Sampling for Weighted-Serve-the-Longest-Queue
Adaptive Importance Sampling Technique for Markov Chains Using Stochastic Approximation
Fast Simulation of Multifactor Portfolio Credit Risk
On large deviations theory and asymptotically efficient Monte Carlo estimation
State-dependent importance sampling for regularly varying random walks
A Sequential Algorithm for Generating Random Graphs
A quick simulation method for excessive backlogs in networks of queues
Cellular neural networks: theory
Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue
A large deviations perspective on the efficiency of multilevel splitting
Importance sampling for sums of random variables with regularly varying tails
Asymptotic robustness of estimators in rare-event simulation
On importance sampling with mixtures for random walks with heavy tails
Rare Event Simulation of Small Noise Diffusions
Efficient estimation of overflow probabilities in queues with breakdowns
Fast simulation of rare events in queueing and reliability models
Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes
Sampling Conditionally on a Rare Event via Generalized Splitting
State-independent Importance Sampling for Random Walks with Regularly Varying Increments
Rare-Event Simulation for Many-Server Queues
Improved algorithms for rare event simulation with heavy tails
On asymptotically efficient simulation of large deviation probabilities
Random forests
The Elements of Statistical Learning
Efficient simulation for expectations over the union of half-spaces

This page was built for publication: Rare-event simulation for neural network and random forest predictors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6638920)