Nonparametric adaptive importance sampling for rare event simulation

Winter Simulation Conference Proceedings

Volumn 1, Issue , 2000, Pages 767-772

  Kim, Yun Bae ^a   Roh, Deok Seon ^a   Lee, Myeong Yong ^a  

^a Sungkyunkwan University   (South Korea)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; MONTE CARLO METHODS; PROBABILITY; QUEUEING THEORY; RANDOM NUMBER GENERATION;

ADAPTIVE IMPORTANCE SAMPLING (AIS);

ASYNCHRONOUS TRANSFER MODE;

EID: 0034427573     PISSN: 02750708     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (10)