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Markov chain importance sampling with applications to rare event probability estimation

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https://hal.inria.fr/hal-00758028
Contributor : Yassine Hadjadj Aoul <>
Submitted on : Tuesday, November 27, 2012 - 10:25:02 PM
Last modification on : Wednesday, June 16, 2021 - 3:41:37 AM

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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⟩

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