Analysis of adaptive multilevel splitting algorithms in an idealized case
Author:
Publisher
EDP Sciences
Subject
Statistics and Probability
Link
http://www.esaim-ps.org/10.1051/ps/2014029/pdf
Reference14 articles.
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3. C.E. Bréhier, M. Gazeau, L. Goudenège, T. Lelièvre and M. Rousset, Unbiasedness of some generalized Adaptive Multilevel Splitting algorithms. Preprint arXiv:1505.02674 (2015).
4. Cérou F. and Guyader A., Adaptive multilevel splitting for rare event analysis.Stoch. Anal. Appl.25(2007) 417–443.
5. F. Cérou and A. Guyader, Adaptive particle techniques and rare event estimation. InConf. Oxford sur les méthodes de Monte Carlo séquentielles. Vol. 19 ofESAIM Proc.EDP Sciences, Les Ulis (2007) 65–72.
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