Sampling conditionally on a rare event via generalized splitting
Year of publication: |
2020
|
---|---|
Authors: | Botev, Zdravko I. ; L'Ecuyer, Pierre |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 32.2020, 4, p. 986-995
|
Subject: | conditional distribution | Monte Carlo splitting | Markov chain Monte Carlo | rare event | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain |
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