Approximating zero-variance importance sampling in a reliability setting
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Publication:666369
DOI10.1007/S10479-009-0532-5zbMath1235.90057OpenAlexW2140198391MaRDI QIDQ666369
Publication date: 8 March 2012
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.150.3126
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Reliability, availability, maintenance, inspection in operations research (90B25)
Related Items (5)
Some Recent Results in Rare Event Estimation ⋮ An adaptive zero-variance importance sampling approximation for static network dependability evaluation ⋮ Reliability measures for two-part partition of states for aggregated Markov repairable systems ⋮ Minimization of a class of rare event probabilities and buffered probabilities of exceedance ⋮ Faster estimates of the mean of bounded random variables
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