Robustness Properties and Confidence Interval Reliability Issues

Author:

Glynn Peter W.,Rubino Gerardo,Tuffin Bruno

Publisher

John Wiley & Sons, Ltd

Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Sufficient Conditions for Central Limit Theorems and Confidence Intervals for Randomized Quasi-Monte Carlo Methods;ACM Transactions on Modeling and Computer Simulation;2024-05-16

2. Improvements to the use of the Trajectory-Adaptive Multilevel Sampling algorithm for the study of rare events;Nonlinear Processes in Geophysics;2021-02-24

3. The Dynamic Fault Tree Rare Event Simulator;Quantitative Evaluation of Systems;2020

4. Balanced and Approximate Zero-Variance Recursive Estimators for the Network Reliability Problem;ACM Transactions on Modeling and Computer Simulation;2015-01-14

5. Accelerated Monte Carlo estimation of exceedance probabilities under monotonicity constraints;Annales de la Faculté des sciences de Toulouse : Mathématiques;2012-10-23

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