activity
20172025
most citedDouble-Loop Importance Sampling for McKean--Vlasov Stochastic Differential Equation

8 citations · 9 across the 8 of their papers we have counts for

collaborators
Showing cs.ITShow all

1 paper · 1 filter

cs.IT2022

State-dependent Importance Sampling for Estimating Expectations of Functionals of Sums of Independent Random Variables

Eya Ben Amar, Nadhir Ben Rached, Abdul-Lateef Haji-Ali +1

Estimating the expectations of functionals applied to sums of random variables (RVs) is a well-known problem encountered in many challenging applications. Generally, closed-form ex…