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A comparison of RESTART implementations
6 references·3 citing·29 second hop
A comparison of RESTART implementations (1998)A comparison of RESTART implementationsMultilevel Splitting for Estimating Rare Event Probabilities (1999)Multilevel Splitting for Esti…A large deviations perspective on the efficiency of multilevel splitting (1998)A large deviations perspectiv…Splitting for rare event simulation (1996)Splitting for rare event simu…Enhancement of the Accelerated Simulation Method RESTART by Considering Multiple Thresholds (1994)Enhancement of the Accelerate…The Asymptotic Efficiency of Simulation Estimators (1992)The Asymptotic Efficiency of …A quick simulation method for excessive backlogs in networks of queues (1989)A quick simulation method for…A variant of importance splitting for rare event estimation (2011)A variant of importance split…On the efficiency of RESTART for multidimensional state systems (2006)On the efficiency of RESTART …Estimation of rare event probabilities using cross-entropy (2003)Estimation of rare event prob…Introduction to Queueing Theory (2nd ed.). (1983)An empirical comparison of priority-queue and event-set implementations (1986)The RESTART/LRE method for rare event simulation (1996)Simulation of rare events in communications networks (1998)Fundamentals of Queueing Theory. (1977)Stochastic Simulation (2007)Fundamentals of Queueing Theory (2008)Introduction to Rare‐Event Simulation (2011)Proceedings of the 2011 Winter Simulation Conference (WSC) (2011)Restart: a straightforward method for fast simulation of rare events (1994)Fast simulation of rare events in queueing and reliability models (1995)On the importance function in splitting simulation (2002)A survey of rare event simulation methods for static input–output models (2014)A Stochastic Approximation Method (1951)Stochastic Estimation of the Maximum of a Regression Function (1952)The variation of certain speculative prices (1997)Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances (2006)Nested Simulation in Portfolio Risk Measurement (2010)Unbiased Estimation with Square Root Convergence for SDE Models (2015)CSIM (1986)Rare events, splitting, and quasi-Monte Carlo (2007)Asymptotic robustness of estimators in rare-event simulation (2010)Simulation and Estimation of Extreme Quantiles and Extreme Probabilities (2011)Importance Sampling for Stochastic Simulations (1989)Optimization of computer simulation models with rare events (1997)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Splitting for rare-event simulation (2006)State-dependent importance sampling for rare-event simulation: An overview and recent advances (2011)Quick simulation: a review of importance sampling techniques in communications systems (1997)
this work references cited by second hop

References

  • 1989A quick simulation method for excessive backlogs in networks of queues269 cited
  • 1999Multilevel Splitting for Estimating Rare Event Probabilities252 cited
  • 1992The Asymptotic Efficiency of Simulation Estimators215 cited
  • 1996Splitting for rare event simulation77 cited
  • 1998A large deviations perspective on the efficiency of multilevel splitting75 cited
  • 1994Enhancement of the Accelerated Simulation Method RESTART by Considering Multiple Thresholds59 cited

Cited by

  • 2006On the efficiency of RESTART for multidimensional state systems49 cited
  • 2011A variant of importance splitting for rare event estimation45 cited
  • 2003Estimation of rare event probabilities using cross-entropy44 cited

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