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Markov chain importance sampling with applications to rare event probability estimation

Botev, Zdravko I., L’Ecuyer, Pierre, Tuffin, Bruno·2013·Statistics and Computing

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Metadata

Authors
Botev, Z. I., L’Ecuyer, P., & Tuffin, B.
Venue
Statistics and Computing
Published
2011-12-17
Volume
23
Issue
2
Pages
271-285
ISSN
  • 0960-3174
  • 1573-1375
Cited by
62
References
0
Language
en
Licence
www.springer.com/tdm (tdm)

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CoChat. (2026). Citation check: Markov chain importance sampling with applications to rare event probability estimation. https://app.cochat.ai/papers/10.1007/s11222-011-9308-2
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Botev, Z. I., L’Ecuyer, P., & Tuffin, B. (2013). Markov chain importance sampling with applications to rare event probability estimation. Statistics and Computing. https://doi.org/10.1007/s11222-011-9308-2

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