An importance sampling method based on a one-step look-ahead density from a Markov chain - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Conference Papers Year : 2011
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hal-00789617 , version 1 (18-02-2013)

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  • HAL Id : hal-00789617 , version 1

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Zdravko I. Botev, Pierre L'Écuyer, Bruno Tuffin. An importance sampling method based on a one-step look-ahead density from a Markov chain. Proceedings of the 2011 Winter Simulation Conference, 2011, Unknown. ⟨hal-00789617⟩
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