Efficient importance sampling for large sums of independent and identically distributed random variables - Ben Rached, Nadhir; Haji-Ali, Abdul-Lateef; Rubino, Gerardo; Tempone, Raúl (Statistics and computing, 2021)
Keywords: Artificial Intelligence; Computer Science; Importance sampling; Mathematics and Statistics; Modeling and Simulation; Parameters; Polynomials; Probability and Statistics in Computer Science; Probability density functions; Random variables; Statistical Theory and Methods; Statistics; Statistics and Computing/Statistics Programs; Twisting; 62P30; Exponential twisting; 65C05; Gamma IS PDF; Rare event; Importance sampling; exponential twisting; rare event; Gamma IS PDF AMS subject classifications: 65C05