Skip to Main content Skip to Navigation
Journal articles

Markov chain importance sampling with applications to rare event probability estimation

Document type :
Journal articles
Complete list of metadatas

https://hal.inria.fr/hal-00758028
Contributor : Yassine Hadjadj Aoul <>
Submitted on : Tuesday, November 27, 2012 - 10:25:02 PM
Last modification on : Tuesday, July 21, 2020 - 4:32:19 AM

Links full text

Identifiers

Citation

Zdravko I. Botev, Pierre l'Écuyer, Bruno Tuffin. Markov chain importance sampling with applications to rare event probability estimation. Statistics and Computing, Springer Verlag (Germany), 2013, 23 (2), pp.271-285. ⟨10.1007/s11222-011-9308-2⟩. ⟨hal-00758028⟩

Share

Metrics

Record views

545