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 proceedingConference contributionAcademicpeer-review

    Original languageUndefined
    Title of host publicationProceedings RESIM 2000: Third Workshop on Rare Event Simulation
    Place of PublicationPisa, Italy
    Pages-
    Number of pages31
    Publication statusPublished - 5 Oct 2000

    Keywords

    • METIS-141595

    Cite this

    Eliyahu, H., Garvels, M. J. J., Rubinstein, N., & Sheinman, I. (2000). Rare Event Estimation via RESTART and Cross-Entropy. In Proceedings RESIM 2000: Third Workshop on Rare Event Simulation (pp. -). Pisa, Italy.