Avancerad sökning
Hittade 2 avhandlingar som matchar ovanstående sökkriterier.
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
Resultatsidor:
1