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Potential nuclear attacks are among the most devastating terrorist attacks, with severe loss of human lives as well as damage to infrastructure. To deter such threats, it becomes increasingly vital to have sophisticated nuclear surveillance and detection systems deployed in major cities in the...
Persistent link: https://www.econbiz.de/10010824010
For importance sampling (IS), multiple proposals can be combined to address different aspects of a target distribution. There are various methods for IS with multiple proposals, including Hesterberg's stratified IS estimator, Owen and Zhou's regression estimator, and Tan's maximum likelihood...
Persistent link: https://www.econbiz.de/10010824056