2014-08-27–2014-08-29 - Amsterdam, Tinbergen Institute Amsterdam (Netherlands) - Tinbergen Institute Amsterdam
RESIM 2014 solicits talks on rare event simulation methodologies and applications, including (but not limited to) the following list of topics:
- Methodologies (Importance Sampling; RESTART/Splitting; Stratified Sampling;
Cross-Entropy Method; Large Deviations Theory; MCMC Techniques; Extreme...