Path-sampling for state-dependent importance sampling

Proceedings - Winter Simulation Conference

Volumn , Issue , 2007, Pages 380-388

  Blanchet, Jose H ^a   Liu, Jingchen ^a  

^a HARVARD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CHLORINE COMPOUNDS; ESTIMATION; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION; POLYNOMIAL APPROXIMATION;

ASYMPTOTIC APPROXIMATIONS; IMPORTANCE SAMPLING; LIKELIHOOD RATIO; NORMALIZING CONSTANTS; ONE-DIMENSIONAL; QUADRATIC COMPLEXITY; RARE EVENT ANALYSIS; STATE-DEPENDENT; STOCHASTIC SYSTEMS;

SAMPLING;

EID: 49749115737     PISSN: 08917736     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/WSC.2007.4419626     Document Type: Conference Paper

References (13)

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