Author:
Botev Zdravko I.,Kroese Dirk P.
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Reference21 articles.
1. Botev ZI (2007a) Nonparametric density estimation via diffusion mixing. Technical Report, The University of Queensland ( http://espace.library.uq.edu.au/view/UQ:120006 )
2. Botev ZI (2007b) Three examples of a practical exact markov chain sampling. Preprint, The University of Queensland ( http://espace.library.uq.edu.au/view/UQ:130865 )
3. Botev ZI, Kroese DP, Taimre T (2007) Generalized cross-entropy methods for rare-event simulation and optimization. Simulation 83(11):785–806
4. Bucklew JA (2004) Introduction to rare event simulation. Springer, Berlin Heidelberg, New York
5. Devroye L (1986) Non-uniform random variate generation. Springer, Berlin Heidelberg, New York
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