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

Ben Rached, Nadhir (Corresponding author); Haji-Ali, Abdul-Lateef; Rubino, Gerardo; Tempone, Raul

Dordrecht [u.a.] : Springer Science + Business Media B.V (2021)
Journal Article

In: Statistics and computing
Volume: 31
Issue: 6
Page(s)/Article-Nr.: 79

Institutions

• Department of Mathematics [110000]
• Chair of Mathematics for Uncertainty Quantification [118110]