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Sampling Conditionally on a Rare Event via Generalized Splitting
We propose and analyze a generalized splitting method to sample approxim...
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Kernel Density Estimation with Linked Boundary Conditions
Kernel density estimation on a finite interval poses an outstanding chal...
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Reliability Estimation for Networks with Minimal Flow Demand and Random Link Capacities
We consider a network whose links have random capacities and in which a ...
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Monte Carlo Estimation of the Density of the Sum of Dependent Random Variables
We introduce a novel unbiased estimator for the density of a sum of rand...
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Zdravko I. Botev
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