Efficient Monte Carlo simulation via the generalized splitting method

著录项

• 来源
  《Statistics and computing》 |2012年第1期|p.1-16|共16页
• 作者

  Zdravko I. Botev; Dirk P. Kroese;

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• 作者单位

  Department of Computer Science and Operations Research, University of Montreal, Quebec 6128, Canada;

  School of Mathematic and Physics, The University of Queensland, Brisbane 4072, Australia;

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• 收录信息
• 原文格式 PDF
• 正文语种 eng
• 中图分类
• 关键词

  splitting method; RESTART; MCMC; rare-event probability estimation; level-crossing; convergence diagnostic; importance sampling; boolean satisfiability problem; fixed effort; fixed splitting; sequential monte carlo; combinatorial counting;

  机译：分割方法重新开始;MCMC;罕见事件概率估计;平交路口收敛诊断;重要性抽样;布尔可满足性问题;努力固定分割顺序蒙特卡洛组合计数;