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Sampling Conditionally on a Rare Event via Generalized Splitting
We propose and analyze a generalized splitting method to sample approxim...
09/08/2019 ∙ by Zdravko I. Botev, et al. ∙
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Kernel Density Estimation with Linked Boundary Conditions
Kernel density estimation on a finite interval poses an outstanding chal...
09/20/2018 ∙ by Matthew J. Colbrook, et al. ∙
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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 ...
05/09/2018 ∙ by Zdravko I. Botev, et al. ∙
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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...
11/30/2017 ∙ by Robert Salomone, et al. ∙
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