Sökning: "Thorbjörn Gudmundsson"
Hittade 2 avhandlingar innehållade orden Thorbjörn Gudmundsson.
1. Markov chain Monte Carlo for rare-event simulation in heavy-tailed settings
Sammanfattning : .... LÄS MER
2. Rare-event simulation with Markov chain Monte Carlo
Sammanfattning : Stochastic simulation is a popular method for computing probabilities or expecta- tions where analytical answers are difficult to derive. It is well known that standard methods of simulation are inefficient for computing rare-event probabilities and there- fore more advanced methods are needed to those problems. LÄS MER
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