Efficient Large Deviation Estimation Based on Importance Sampling

Author:

Guyader Arnaud,Touchette HugoORCID

Funder

National Research Foundation

Publisher

Springer Science and Business Media LLC

Subject

Mathematical Physics,Statistical and Nonlinear Physics

Reference78 articles.

1. Shwartz, A., Weiss, A.: Large Deviations for Performance Analysis. Stochastic Modeling Series. Chapman and Hall, London (1995)

2. Wales, D.: Energy Landscapes: Applications to Clusters, Biomolecules and Glasses. Cambridge University Press, Cambridge (2004)

3. E, W., Ren, W., Vanden-Eijnden, E.: Minimum action method for the study of rare events. Commun. Pure Appl. Math. 57, 637–656 (2004)

4. Lelièvre, T., Rousset, M., Stoltz, G. (eds.): Free Energy Computations: A Mathematical Perspective. Imperial College Press, London (2010)

5. Ellis, R.S.: Entropy, Large Deviations, and Statistical Mechanics. Springer, New York (1985)

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