Splitting with weight windows to control the likelihood ratio in importance sampling

ACM International Conference Proceeding Series

Volumn 180, Issue , 2006, Pages

  L'Ecuyer, Pierre ^a   Tuffin, Bruno ^b  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

^b CAMPUS DE BEAULIEU   (France)

Author keywords

Algorithms; Reliability

Indexed keywords

COMPUTER SIMULATION; FUNCTION EVALUATION; NUMERICAL METHODS; SAMPLING;

INDICATOR FUNCTIONS; LIKELIHOOD RATIO; WEIGHT WINDOWS;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 34748816809     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/1190095.1190121     Document Type: Conference Paper

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