Markov chain importance sampling with applications to rare event probability estimation - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Journal Articles Statistics and Computing Year : 2013

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hal-00758028 , version 1 (27-11-2012)

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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, 2013, 23 (2), pp.271-285. ⟨10.1007/s11222-011-9308-2⟩. ⟨hal-00758028⟩
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