An importance sampling method with applications to rare event probability

Proceedings of 2007 IEEE International Conference on Grey Systems and Intelligent Services, GSIS 2007

Volumn , Issue , 2007, Pages 1381-1385

  Qiu, Yue ^b   Zhou, Hong ^b   Wu, Yue Qin ^a,b  

^a IEEE

^b BEIHANG UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

ESTIMATION; INTELLIGENT SYSTEMS; MANAGEMENT SCIENCE; MATHEMATICAL MODELS; MONTE CARLO METHODS; PROBABILITY; RANDOM PROCESSES; RISK ASSESSMENT; SAMPLING; SYSTEM THEORY;

CHANGE OF MEASURE; GREY SYSTEMS; IMPORTANCE SAMPLING; IMPORTANCE SAMPLING METHOD; INTELLIGENT SERVICING; INTERNATIONAL CONFERENCES; LONG TIME; NUMERICAL EXPERIMENTS; RARE EVENTS; SIMULATION EFFICIENCY; SIMULATION MODELLING; SIMULATION TIME;

PROBABILITY DISTRIBUTIONS;

EID: 50249155930     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/GSIS.2007.4443499     Document Type: Conference Paper

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