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An overview of importance splitting for rare event simulation
6 references·0 citing·25 second hop
An overview of importance splitting for rare event simulation (2010)An overview of importance splitting for r…Generalized Cross-entropy Methods with Applications to Rare-event Simulation and Optimization (2007)Generalized Cross-entropy Met…Splitting for Rare-Event Simulation (2006)Splitting for Rare-Event Simu…Splitting for rare-event simulation (2006)Splitting for rare-event simu…RARE EVENT SIMULATION (2005)RARE EVENT SIMULATIONOptimization of computer simulation models with rare events (1997)Optimization of computer simu…Splitting for rare event simulation (1996)Splitting for rare event simu…Applied Probability and Queues (1987)A quick simulation method for excessive backlogs in networks of queues (1989)Acceleration of Stochastic Approximation by Averaging (1992)Proceedings of the 2002 Winter Simulation Conference (2002)Simulation optimization: A comprehensive review on theory and applications (2004)Proceedings of the 2017 Winter Simulation Conference (2017)Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals (1987)Missile target accuracy estimation with importance splitting (2011)Estimation of a launch vehicle stage fallout zone with parametric and non-parametric importance sampling algorithms in presence of uncertain input distributions (2016)Failure probability estimation with failure samples: An extension of the two-stage Markov chain Monte Carlo simulation (2024)The Asymptotic Efficiency of Simulation Estimators (1992)Restart: a straightforward method for fast simulation of rare events (1994)Fast simulation of rare events in queueing and reliability models (1995)A large deviations perspective on the efficiency of multilevel splitting (1998)On the importance function in splitting simulation (2002)An equilibrium characterization of the term structure (1977)Importance Sampling for Stochastic Simulations (1989)A variant of importance splitting for rare event estimation (2011)Extreme quantile estimation with nonparametric adaptive importance sampling (2012)Introduction to Rare Event Simulation (2004)Introduction to Rare‐Event Simulation (2011)An island particle algorithm for rare event analysis (2015)A survey of rare event simulation methods for static input–output models (2014)Accelerated failure identification sampling for probability analysis of rare events (2016)Small failure probability: principles, progress and perspectives (2022)
this work references cited by second hop

References

  • 1997Optimization of computer simulation models with rare events682 cited
  • 2005RARE EVENT SIMULATION90 cited
  • 1996Splitting for rare event simulation77 cited
  • 2006Splitting for Rare-Event Simulation61 cited
  • 2006Splitting for rare-event simulation55 cited
  • 2007Generalized Cross-entropy Methods with Applications to Rare-event Simulation and Optimization48 cited

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