An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting

Methodology and Computing in Applied Probability

Volumn 10, Issue 4, 2008, Pages 471-505

  Botev, Zdravko I ^a   Kroese, Dirk P ^a  

^a UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Combinatorial counting; Exact sampling; Importance sampling; Kernel density estimation; Likelihood ratio degeneracy; Rare event probability estimation

Indexed keywords

EID: 53849145307     PISSN: 13875841     EISSN: 15737713     Source Type: Journal    
DOI: 10.1007/s11009-008-9073-7     Document Type: Article

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