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"Splitting with weight windows to control the likelihood ratio in ..."

Pierre L'Ecuyer, Bruno Tuffin (2006)

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DOI: 10.1145/1190095.1190121

access: closed

type: Conference or Workshop Paper

metadata version: 2021-10-14

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  dblp key:
  - conf/valuetools/LEcuyerT06
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  persistent URL:
  - https://dblp.org/rec/conf/valuetools/LEcuyerT06
Pierre L'Ecuyer, Bruno Tuffin:
Splitting with weight windows to control the likelihood ratio in importance sampling. VALUETOOLS 2006: 21

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