32 citations · 182 across the 41 of their papers we have counts for
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math.ST2021
Product-form estimators: exploiting independence to scale up Monte Carlo
Juan Kuntz, Francesca R. Crucinio, Adam M. Johansen
We introduce a class of Monte Carlo estimators that aim to overcome the rapid growth of variance with dimension often observed for standard estimators by exploiting the target's in…
math.ST2021★ 3 cited
Unbiased simulation of rare events in continuous time
James Hodgson, Adam M. Johansen, Murray Pollock
For rare events described in terms of Markov processes, truly unbiased estimation of the rare event probability generally requires the avoidance of numerical approximations of the…