37 search results - page 1 / 8 » Efficient suboptimal rare-event simulation |
WSC
2004
13 years 5 months ago
2004
We consider the problem of estimating the small probability that a function of a finite number of random variables exceeds a large threshold. Each input random variable may be lig...
TWC
2010
12 years 11 months ago
2010
We consider a frequency division multiplexed (FDM) system where each user employs a continuous phase modulation (CPM), serially concatenated with an outer code through an interleav...
WSC
2007
13 years 6 months ago
2007
Much of the rare-event simulation literature is concerned with the development of asymptotically optimal algorithms. Because of the difficulties associated with applying these id...
WSC
1998
13 years 5 months ago
1998
The RESTART method is a widely applicable simulation technique for the estimation of rare event probabilities. The method is based on the idea to restart the simulation in certain...
WSC
2008
13 years 6 months ago
2008
Efficiency is a big concern when using simulation to estimate rare-event probabilities, since a huge number of simulation replications may be needed in order to obtain a reasonabl...