Rare Event Estimation via RESTART and Cross-Entropy

H. Eliyahu, M.J.J. Garvels, N. Rubinstein, I. Sheinman

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

Original language	Undefined
Title of host publication	Proceedings RESIM 2000: Third Workshop on Rare Event Simulation
Place of Publication	Pisa, Italy
Pages	-
Number of pages	31
Publication status	Published - 5 Oct 2000

Keywords

@inproceedings{3daebe7a13c9421783fdb2b418d39036,

title = "Rare Event Estimation via RESTART and Cross-Entropy",

keywords = "METIS-141595",

author = "H. Eliyahu and M.J.J. Garvels and N. Rubinstein and I. Sheinman",

year = "2000",

month = oct,

day = "5",

language = "Undefined",

pages = "--",

booktitle = "Proceedings RESIM 2000: Third Workshop on Rare Event Simulation",

}