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The cross-entopy method with patching for rare-event simulation of large Markov chains
Kaynar, Bahar; Ridder, Ad - 2009
Persistent link: https://www.econbiz.de/10003888073
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Approximate results for a generalized secretary problem
Dietz, Chris; Laan, Dinard van der; Ridder, Ad - 2010
Persistent link: https://www.econbiz.de/10008670052
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Counting with combined splitting and capture-recapture methods
Dupuis, Paul; Kaynar, Bahar; Ridder, Ad; Rubinstein, … - 2011
Persistent link: https://www.econbiz.de/10009008687
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State-dependent importance sampling schemes via minimum cross-entropy
Ridder, Ad; Taimre, Thomas - 2011
Persistent link: https://www.econbiz.de/10009305678
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Semiparametric cross entropy for rare-event simulation
Botev, Zdravko I.; Ridder, Ad; Rojas-Nandayapa, Leonardo - 2013
Persistent link: https://www.econbiz.de/10010191281
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Sequential Monte Carlo for counting vertex covers in general graphs
Vaisman, Radislav; Botev, Zdravki I.; Ridder, Ad - 2013
Persistent link: https://www.econbiz.de/10010191297
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The cross-entropy method with patching for rare-event simulation of large Markov chains
Kaynar, Bahar; Ridder, Ad - In: European journal of operational research : EJOR 207 (2010) 3, pp. 1380-1397
Persistent link: https://www.econbiz.de/10008702187
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Finite-state Markov chains obey Benford's law
Kaynar, Bahar; Berger, Arno; Hill, Theodore P.; Ridder, Ad - 2010
Persistent link: https://www.econbiz.de/10003973371
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The Cross-Entropy Method with Patching for Rare-Event Simulation of Large Markov Chains
Kaynar, Bahar; Ridder, Ad - 2009
There are various importance sampling schemes to estimate rare event probabilities in Markovian systems such as Markovian reliability models and Jackson networks. In this work, we present a general state dependent importance sampling method which partitions the state space and applies the...
Persistent link: https://www.econbiz.de/10014203542
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Large deviations without principle: join the shortest queue
Ridder, Ad; Shwartz, Adam - In: Mathematical methods of operations research 62 (2005) 3, pp. 467-484
Persistent link: https://www.econbiz.de/10006605759