kw.\*:("Rare-event probabilities")
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Importance sampling for simulation of markovian physical processesPICARD, Richard R.Technometrics. 2005, Vol 47, Num 2, pp 202-211, issn 0040-1706, 10 p.Article
Importance functions for restart simulation of general Jackson networksVILLEN-ALTAMIRANO, José.European journal of operational research. 2010, Vol 203, Num 1, pp 156-165, issn 0377-2217, 10 p.Article
HOW TO DEAL WITH THE CURSE OF DIMENSIONALITY OF LIKELIHOOD RATIOS IN MONTE CARLO SIMULATIONRUBINSTEIN, Reuven Y; GLYNN, Peter W.Stochastic models. 2009, Vol 25, Num 4, pp 547-568, issn 1532-6349, 22 p.Article
Recommendations for the tuning of rare event probability estimatorsBALESDENT, Mathieu; MORIO, Jérôme; MARZAT, Julien et al.Reliability engineering & systems safety. 2015, Vol 133, pp 68-78, issn 0951-8320, 11 p.Article
Non-parametric Bayesian inference on bivariate extremesGUILLOTTE, Simon; PERRON, François; SEGERS, Johan et al.Journal of the Royal Statistical Society. Series B, statistical methodology. 2011, Vol 73, pp 377-406, issn 1369-7412, 30 p., 3Article