State-dependent importance sampling schemes via minimum cross-entropy
type: Item
instance of: scholarly article
title: State-dependent importance sampling schemes via minimum cross-entropy
zbMATH Open document ID: 1279.60094
author: A. Ridder
author: Thomas Taimre
published in: Annals of Operations Research
publication date: 2012-03-08T00:00:00Z
Mathematics Subject Classification ID: 60J22
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 94A17
Mathematics Subject Classification ID: 94A20
zbMATH DE Number: 6012996
zbMATH Keywords: cross-entropy
zbMATH Keywords: rare events
zbMATH Keywords: importance sampling
zbMATH Keywords: state dependence
Wikidata QID: Q62117585
describes a project that uses: MCQueue
MaRDI profile type: Publication
full work available at URL: s10479-009-0611-7
OpenAlex ID: W2066474460
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DOI: 10.1007/S10479-009-0611-7
DBLP publication ID: journals/anor/RidderT11
description: scientific article; zbMATH DE number 6012996