Rare event simulation method based on importance sampling technology

被引：0
|
作者：
School of Economics and Management, Beihang University, Beijing 100083, China [1 ]
机构：
来源：
Xitong Fangzhen Xuebao | 2007年 / 18卷 / 4107-4110期
关键词：
14;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
相关论文
共 50 条
  • [31] Importance Splitting for Finite-Time Rare Event Simulation
    Jiang, Guangxin
    Fu, Michael C.
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 63 (06) : 1760 - 1767
  • [32] New importance sampling Markov chain simulation based reliability sensitivity method
    Ma, Chao
    Lu, Zhenzhou
    Yuan, Xiukai
    Jixie Qiandu/Journal of Mechanical Strength, 2008, 30 (01): : 41 - 46
  • [33] Error event simulation for HMM tracking algorithms using importance sampling
    Arulampalam, MS
    Evans, RJ
    Letaief, KB
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1998, 46 (03) : 720 - 736
  • [34] Rare Event Sampling Methods
    Bouchet, Freddy
    Rolland, Joran
    Wouters, Jeroen
    CHAOS, 2019, 29 (08)
  • [35] Adaptive importance sampling Monte Carlo simulation of rare transition events
    de Koning, M
    Cai, W
    Sadigh, B
    Oppelstrup, T
    Kalos, MH
    Bulatov, VV
    JOURNAL OF CHEMICAL PHYSICS, 2005, 122 (07):
  • [36] Accelerated rare event sampling
    Yevick, David
    INTERNATIONAL JOURNAL OF MODERN PHYSICS C, 2016, 27 (04):
  • [37] DETERMINATION OF SAMPLE SIZE IN A RARE EVENT SIMULATION METHOD
    Kharchenko, V. P.
    Nagaev, S. V.
    Kukush, A. G.
    Znakovskaya, E. A.
    Dotsenkoct, S. I.
    CYBERNETICS AND SYSTEMS ANALYSIS, 2006, 42 (01) : 65 - 74
  • [38] Comparison of a simple approximation for multinormal integration with an importance sampling-based simulation method
    Pandey, MD
    Sarkar, A
    PROBABILISTIC ENGINEERING MECHANICS, 2002, 17 (02) : 215 - 218
  • [39] Computing probabilities of very rare events for Langevin processes: a new method based on importance sampling
    Mazonka, O
    Jarzynski, C
    Blocki, J
    NUCLEAR PHYSICS A, 1998, 641 (03) : 335 - 354
  • [40] Importance of long-time simulations for rare event sampling in zinc finger proteins
    Godwin, Ryan
    Gmeiner, William
    Salsbury, Freddie R., Jr.
    JOURNAL OF BIOMOLECULAR STRUCTURE & DYNAMICS, 2016, 34 (01): : 125 - 134
12345