"Large Deviation Theory-based Adaptive Importance Sampling for Rare Events ..."

Shanyin Tong, Georg Stadler (2023)

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DOI: 10.1137/22M1524758

access: closed

type: Journal Article

metadata version: 2024-01-13

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Shanyin Tong, Georg Stadler:
Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions. SIAM/ASA J. Uncertain. Quantification 11(3): 788-813 (2023)

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