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stat.CO2013
Semiparametric Cross Entropy for rare-event simulation
Z. I. Botev, A. Ridder, L. Rojas-Nandayapa
The Cross Entropy method is a well-known adaptive importance sampling method for rare-event probability estimation, which requires estimating an optimal importance sampling density…
stat.CO2013★ 47 cited
Spatial Process Generation
Dirk P. Kroese, Zdravko I. Botev
The generation of random spatial data on a computer is an important tool for understanding the behavior of spatial processes. In this paper we describe how to generate realizations…