research
∙
07/11/2023
Multi-index Importance Sampling for McKean-Vlasov Stochastic Differential Equation
This work introduces a novel approach that combines the multi-index Mont...
share
research
∙
06/05/2023
Automated Importance Sampling via Optimal Control for Stochastic Reaction Networks: A Markovian Projection-based Approach
We propose a novel alternative approach to our previous work (Ben Hammou...
research
∙
08/05/2022
Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation
This work combines multilevel Monte Carlo methods with importance sampli...
research
∙
07/14/2022
Single Level Importance Sampling for McKean-Vlasov Stochastic Differential Equation
This paper investigates Monte Carlo methods to estimate probabilities of...
research
∙
01/04/2022
Efficient Importance Sampling Algorithm Applied to the Performance Analysis of Wireless Communication Systems Estimation
When assessing the performance of wireless communication systems operati...
research
∙
10/27/2021
Efficient Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks
We explore the efficient estimation of statistical quantities, particula...
research
∙
01/23/2021
Efficient Importance Sampling for Large Sums of Independent and Identically Distributed Random Variables
We aim to estimate the probability that the sum of nonnegative independe...
research
∙
11/14/2019
Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks
The multilevel Monte Carlo (MLMC) method for continuous time Markov chai...
research
∙
08/28/2019
A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems
We propose a unified rare-event estimator for the performance evaluation...
research
∙
03/13/2019
An Accurate Sample Rejection Estimator for the Estimation of Outage Probability of EGC Receivers
In this work, we evaluate the outage probability (OP) for L-branch equal...
research
∙
11/12/2017