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WSC
2007
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Modeling And Simulation
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WSC 2007
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Path-sampling for state-dependent importance sampling
15 years 5 months ago
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www.columbia.edu
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
claim paper
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