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Broniatowski, Michel
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Small variance estimators for rare event probabilities
Broniatowski M., Caron V. ACM Transactions on Modeling and Computer Simulation 23(1): 1-23, 2013. Type: Article
This paper talks about improving the sampling estimators in simulation results and catching rare events. Quite interesting discussions of Gaussian samples and approximation validation are also included. In most typical simulation works...
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Jul 9 2013
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