Approximating zero-variance importance sampling in a reliability setting

Annals of Operations Research

Volumn 189, Issue 1, 2011, Pages 277-297

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

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

^b INRIA   (France)

Author keywords

Importance sampling; Monte Carlo; Rare events

Indexed keywords

EID: 80052366425     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-009-0532-5     Document Type: Article

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