UNIFORMLY EFFICIENT SIMULATION FOR TAIL PROBABILITIES OF GAUSSIAN RANDOM FIELDS

被引：0
|
作者：
Xu, Gongjun [1 ]
机构：
[1] Univ Minnesota, Sch Stat, Minneapolis, MN 55455 USA
来源：
PROCEEDINGS OF THE 2014 WINTER SIMULATION CONFERENCE (WSC) | 2014年
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, we consider rare-event simulation of the tail probabilities of Gaussian random fields. In particular, we design importance sampling estimators that are uniformly efficient for a family of Gaussian random fields with different mean and variance functions.
引用
收藏
页码：533 / 542
页数：10
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