Efficient Monte Carlo simulation via the generalized splitting method

Statistics and Computing

Volumn 22, Issue 1, 2012, Pages 1-16

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

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

^b UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Boolean Satisfiability problem; Combinatorial counting; Convergence diagnostic; Fixed effort; Fixed splitting; Importance sampling; Level crossing; MCMC; Rare event probability estimation; RESTART; Sequential Monte Carlo; Splitting method

Indexed keywords

EID: 81955165474     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-010-9201-4     Document Type: Article

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