510 search results - page 1 / 102 » On the importance function in splitting simulation |
ETT
2002
13 years 4 months ago
2002
The splitting method is a simulation technique for the estimation of very small probabilities. In this technique, the sample paths are split into multiple copies, at various stages...
VALUETOOLS
2006
ACM
13 years 10 months ago
2006
ACM
Importance sampling (IS) is the most widely used efficiency improvement method for rare-event simulation. When estimating the probability of a rare event, the IS estimator is the ...
AI
2007
Springer
13 years 10 months ago
2007
Springer
Importance sampling-based algorithms are a popular alternative when Bayesian network models are too large or too complex for exact algorithms. However, importance sampling is sensi...
WSC
2004
13 years 5 months ago
2004
Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...
ICANNGA
2007
Springer
13 years 8 months ago
2007
Springer
Predictions computed by a classification tree are usually constant on axis-parallel hyperrectangles corresponding to the leaves and have strict jumps on their boundaries. The densi...