Static network reliability estimation via generalized splitting

INFORMS Journal on Computing

Volumn 25, Issue 1, 2013, Pages 56-71

  Botev, Zdravko I ^a   L'Ecuyer, Pierre ^b   Rubino, Gerardo ^c   Simard, Richard ^b   Tuffin, Bruno ^c  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b UNIVERSITÉ DE MONTRÉAL   (Canada)

^c INRIA   (France)

Author keywords

Conditional Monte Carlo; Generalized splitting; Gibbs sampling; Graph connectivity; Network reliability; Permutation Monte Carlo; Rare event simulation

Indexed keywords

GENERALIZED SPLITTING; GIBBS SAMPLING; GRAPH CONNECTIVITY; MONTE CARLO; NETWORK RELIABILITY; RARE EVENT SIMULATION;

ALGORITHMS; ESTIMATION; PROBABILITY; RELIABILITY;

MONTE CARLO METHODS;

EID: 84877955905     PISSN: 10919856     EISSN: 15265528     Source Type: Journal    
DOI: 10.1287/ijoc.1110.0493     Document Type: Article

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