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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

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stat.CO2021

Efficient Importance Sampling for Large Sums of Independent and Identically Distributed Random Variables

Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Gerardo Rubino +1

We discuss estimating the probability that the sum of nonnegative independent and identically distributed random variables falls below a given threshold, i.e., $\mathbb{P}(\sum_{i=…