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
    Number of pages31
    Publication statusPublished - 5 Oct 2000


    • METIS-141595

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