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ANOR
2005
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13 years 7 months ago
The Cross-Entropy Method for Network Reliability Estimation
Abstract. Consider a network of unreliable links, modelling for example a communication network. Estimating the reliability of the network
Kin-Ping Hui, Nigel Bean, Miro Kraetzl, Dirk P. Kr...
WSC
2007
13 years 9 months ago
Efficient suboptimal rare-event simulation
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...
Xiaowei Zhang, Jose Blanchet, Peter W. Glynn
LSSC
2001
Springer
13 years 11 months ago
A Quasi-Monte Carlo Method for Integration with Improved Convergence
Abstract. Quasi-Monte Carlo methods are based on the idea that random Monte Carlo techniques can often be improved by replacing the underlying source of random numbers with a more ...
Aneta Karaivanova, Ivan Dimov, Sofiya Ivanovska