Search - Archive ouverte HAL Access content directly

Filter your results

2 Results
Image document

Efficient importance sampling for large sums of independent and identically distributed random variables

Nadhir Ben Rached , Abdul-Lateef Haji-Ali , Gerardo Rubino , Raúl Tempone
Statistics and Computing, 2021, 31 (6), pp.1-21. ⟨10.1007/s11222-021-10055-1⟩
Journal articles hal-03503479v1
Image document

Efficient Importance Sampling for Large Sums of IID Random Variables

Nadhir Ben Rached , Abdul-Lateef Haji-Ali , Gerardo Rubino , Raúl Tempone
UQ 2022 - SIAM Conference on Uncertainty Quantification, Apr 2022, Atlanta, United States. pp.1-31
Conference papers hal-03899073v1