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08/15/2021
Estimation When Both Covariance And Precision Matrices Are Sparse
We offer a method to estimate a covariance matrix in the special case th...
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09/08/2019
Sampling Conditionally on a Rare Event via Generalized Splitting
We propose and analyze a generalized splitting method to sample approxim...
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09/20/2018
Kernel Density Estimation with Linked Boundary Conditions
Kernel density estimation on a finite interval poses an outstanding chal...
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05/09/2018
Reliability Estimation for Networks with Minimal Flow Demand and Random Link Capacities
We consider a network whose links have random capacities and in which a ...
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11/30/2017