510 search results - page 1 / 102 » On the importance function in splitting simulation |
98
Voted
ETT
2002
15 years 4 days 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...
96
Voted
VALUETOOLS
2006
ACM
15 years 6 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
15 years 6 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
15 years 1 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...
103
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ICANNGA
2007
Springer
15 years 4 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...