Markov chain importance sampling with applications to rare event probability analysis - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Reports (Research Report) Year : 2011
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hal-00789624 , version 1 (18-02-2013)

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  • HAL Id : hal-00789624 , version 1

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Zdravko I. Botev, Pierre L'Écuyer, Bruno Tuffin. Markov chain importance sampling with applications to rare event probability analysis. [Research Report] 2011. ⟨hal-00789624⟩
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