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Approximation of Zero-Variance Importance Sampling in Reliability Settings

Bruno Tuffin 1
1 DIONYSOS - Dependability Interoperability and perfOrmance aNalYsiS Of networkS
Inria Rennes – Bretagne Atlantique , IRISA-D2 - RÉSEAUX, TÉLÉCOMMUNICATION ET SERVICES
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Conference papers
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https://hal.inria.fr/hal-00789622
Contributor : Anne Jaigu <>
Submitted on : Monday, February 18, 2013 - 3:21:39 PM
Last modification on : Tuesday, June 15, 2021 - 4:16:38 PM

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  • HAL Id : hal-00789622, version 1

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Bruno Tuffin. Approximation of Zero-Variance Importance Sampling in Reliability Settings. 7th Conference on Extreme Value Analysis, Probabilistic and Statistical Models and their Applications, 2011, Lyon, France. ⟨hal-00789622⟩

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