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"Automated State-Dependent Importance Sampling for Markov Jump Processes ..."

Adam W. Grace, Dirk P. Kroese, Werner Sandmann (2014)

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DOI: 10.1017/S0021900200011645

access: closed

type: Journal Article

metadata version: 2020-04-16

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Adam W. Grace, Dirk P. Kroese, Werner Sandmann:
Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution. J. Appl. Probab. 51(3): 741-755 (2014)

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