State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables

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

Dordrecht [u.a.] : Springer Science + Business Media B.V (2023)
Journal Article

In: Statistics and computing
Volume: 33
Issue: 2
Page(s)/Article-Nr.: 40

Institutions

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