Rare-Event Simulation Without Variance Reduction: An Extreme Value Theory Approach
Author:
Affiliation:
1. Industrial Engineering and Operations Research Columbia University,New York,NY,USA,10027
2. Research Center for Statistics University of Geneva,1205 Geneva,SWITZERLAND
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/10015196/10015230/10015403.pdf?arnumber=10015403
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1. A Statistical Approach to Assessing Neural Network Robustness;webb;ArXiv Preprint,2018
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5. Accelerated Evaluation of Automated Vehicles Safety in Lane-Change Scenarios Based on Importance Sampling Techniques
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