26 citations · 87 across the 17 of their papers we have counts for
Showing 2021Show all
2 papers · 1 filter
math.PR2021
Rare event simulation for electronic circuit design
Xavier Jonsson, Jérôme Lelong
In this work, we propose an algorithm to simulate rare events for electronic circuit design. Our approach heavily relies on a smart use of importance sampling, which enables us to…
math.PR2021
Rating transitions forecasting: a filtering approach
Areski Cousin, Jérôme Lelong, Tom Picard
Analyzing the effect of business cycle on rating transitions has been a subject of great interest these last fifteen years, particularly due to the increasing pressure coming from…