Automated State-Dependent Importance Sampling for Markov...

Journal of Applied Probability 2014 / 09 Vol. 51; Iss. 3

Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution

Grace, Adam W., Kroese, Dirk P., Sandmann, Werner
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Volume:
51
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1239/jap/1409932671
Date:
September, 2014
File:
PDF, 187 KB
english, 2014
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