POL 发表于 2025-3-21 16:13:39
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Importance Sampling, parameters. Typical situations of interest could be a buffer overload in a queueing network or an error event in a digital communication system. In many system designs or analyses a low probability event is a key parameter of the system’s efficacy.神经 发表于 2025-3-22 00:59:23
The Large Deviation Theory of Importance Sampling Estimators,pear to be fairly abstract but we argue that the level of generality presented here will pay dividends later on. We encourage the reader to follow the problem setup given here with some care and then compare it with the first example given below to see how this framework is actually used.软弱 发表于 2025-3-22 08:16:12
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James Antonio BucklewPresents a unified theory of rare event simulation and the variance reduction technique known as importance sampling from the point of view of the probabilistic theory of large deviations.Allows us to废墟 发表于 2025-3-23 03:24:22
Springer Series in Statisticshttp://image.papertrans.cn/i/image/474119.jpg变化无常 发表于 2025-3-23 07:28:29
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