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12/09/2022
Fluctuations of Rare Event Simulation with Monte Carlo Splitting in the Small Noise Asymptotics
Diffusion processes with small noise conditioned to reach a target set a...
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12/08/2022
Entropy minimizing distributions are worst-case optimal importance proposals
Importance sampling of target probability distributions belonging to a g...
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07/07/2022
Uncertainty of Atmospheric Motion Vectors by Sampling Tempered Posterior Distributions
Atmospheric motion vectors (AMVs) extracted from satellite imagery are t...
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08/21/2020