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    2007
    173views Modeling And Simulation» more  WSC 2007»
    Path-sampling for state-dependent importance sampling
    13 years 6 months ago
    Path-sampling for state-dependent importance sampling
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    State-dependent importance sampling (SDIS) has proved to be particularly useful in simulation (specially in rare event analysis of stochastic systems). One approach for designing ...
    Jose H. Blanchet, Jingchen Liu
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