18 citations · 39 across the 15 of their papers we have counts for
16 papers
Robust Importance Sampling for Rare Events via Constrained Gaussian Mixtures
Paweł Lorek, Rafał Nowak, Rafał Topolnicki +2
We study estimating rare-event probabilities with and general $g : \mathbb{R}^d \to \m…
Reducing Estimation Uncertainty Using Normalizing Flows and Stratification
Paweł Lorek, Rafał Nowak, Rafał Topolnicki +3
Estimating the expectation of a real-valued function of a random variable from sample data is a critical aspect of statistical analysis, with far-reaching implications in various a…
Some algebraic identity and its relations to Stirling numbers of the second kind
Paweł Lorek
In this short note we provide some algebraic identity with a proof exploiting its probabilistic interpretation. We show several consequences of the identity, in particular we obtai…
On testing pseudorandom generators via statistical tests based on the arcsine law
Paweł Lorek, Grzegorz Łoś, Karol Gotfryd +1
Testing the quality of pseudorandom number generators is an important issue. Security requirements become more and more demanding, weaknesses in this matter are simply not acceptab…
Antiduality and Möbius monotonicity: Generalized Coupon Collector Problem
Paweł Lorek
For a given absorbing Markov chain on a finite state space, a chain is a sharp antidual of if the fastest strong stationary time of is equal, in distribution, t…
Absorption time and absorption probabilities for a family of multidimensional gambler models
Paweł Lorek, Piotr Markowski
For a family of multidimensional gambler models we provide formulas for the winning probabilities (in terms of parameters of the system) and for the distribution of game duration (…