Analysis of adaptive directional stratification for the controlled estimation of rare event probab\-ilities

DOI10.1007/S11222-011-9277-5zbMath1252.62104OpenAlexW4297803053MaRDI QIDQ693310

Emmanuel Remy, Miguel Munoz Zuniga, Josselin Garnier

Publication date: 7 December 2012

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-011-9277-5

zbMATH Keywords

Monte Carlosimulationssmall probabilities

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)

Related Items (2)

Some Recent Results in Rare Event Estimation ⋮ A sampling criterion for constrained Bayesian optimization with uncertainties

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