Importance Sampling for Rare-Event Gradient Estimation-Reference-Cited by-同舟云学术

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Importance Sampling for Rare-Event Gradient Estimation

Published:2022-12-11 Issue: Volume: Page:
ISSN:
Container-title:2022 Winter Simulation Conference (WSC)
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Author:

Bai Yuanlu¹,He Shengyi¹,Lam Henry¹,Jiang Guangxin²,Fu Michael C.³

Affiliation:

1. Columbia University,Department of Industrial Engineering & Operations Research,New York,NY,USA,10027

2. School of Management, Harbin Institute of Technology,Heilongjiang,CHINA,150001

3. Robert H. Smith School of Business and Institute for Systems Research University of Maryland,College Park,MD,USA

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/10015196/10015230/10015239.pdf?arnumber=10015239

Reference26 articles.

1. Likelihood ratio gradient estimation for stochastic systems

2. Adaptive Importance Sampling for Efficient Stochastic Root Finding and Quantile Estimation;he;Working Paper,2022

3. Gradient estimation for discrete-event systems by measure-valued differentiation

4. Perturbation analysis and optimization of queueing networks

5. Accelerating Stochastic Gradient Descent Using Predictive Variance Reduction;johnson;Advances in neural information processing systems,2013

Cited by 1 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. Conditional Importance Sampling For Convex Rare-Event Sets;2023 Winter Simulation Conference (WSC);2023-12-10

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