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"Rare Events of Gaussian Processes: A Performance Comparison Between Bridge ..."

Stefano Giordano, Massimiliano Gubinelli, Michele Pagano (2007)

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DOI: 10.1007/978-3-540-74833-5_23

access: closed

type: Conference or Workshop Paper

metadata version: 2023-09-30

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Stefano Giordano, Massimiliano Gubinelli, Michele Pagano:
Rare Events of Gaussian Processes: A Performance Comparison Between Bridge Monte-Carlo and Importance Sampling. NEW2AN 2007: 269-280

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