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Matches in SemOpenAlex for { <https://semopenalex.org/work/W2004707959> ?p ?o ?g. }

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• W2004707959 abstract "We review two types of adaptive Monte Carlo methods for rare event simulations. These methods are based on importance sampling. The first approach selects importance sampling distributions by minimizing the variance of importance sampling estimator. The second approach selects importance sampling distributions by minimizing the cross entropy to the optimal importance sampling distribution. We also review the basic concepts of importance sampling in the rare event simulation context. To make the basic concepts concrete, we introduce these ideas via the study of rare events of M/M/1 queues." @default.
• W2004707959 created "2016-06-24" @default.
• W2004707959 creator A5035547889 @default.
• W2004707959 date "2002-12-08" @default.
• W2004707959 modified "2023-09-24" @default.
• W2004707959 title "Adaptive monte carlo methods for rare event simulation: adaptive monte carlo methods for rare event simulations" @default.
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• W2004707959 doi "https://doi.org/10.5555/1030453.1030470" @default.
• W2004707959 hasPublicationYear "2002" @default.
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