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Adaptive Importance Sampling for Extreme Quantile Estimation with Stochastic Black Box Computer Models

Pan, Q.1; Byon, E.*; Ko, Y. M.; Lam, H.

확률시스템 · 기반 방법론
주저자(제1저자) 교신저자굵게 · 밑줄 LST Lab. 구성원(졸업생 포함)

인용 정보

Pan, Q.1; Byon, E.*; Ko, Y. M.; Lam, H. (2020). Adaptive Importance Sampling for Extreme Quantile Estimation with Stochastic Black Box Computer Models. Naval Research Logistics, 67(7), 524–547.
BibTeX
@article{LST_J25_2020,
  title = {Adaptive Importance Sampling for Extreme Quantile Estimation with Stochastic Black Box Computer Models},
  author = {Pan, Q. and Byon, E. and Ko, Y. M. and Lam, H.},
  journal = {Naval Research Logistics},
  year = {2020},
  doi = {10.1002/nav.21938},
  url = {https://doi.org/10.1002/nav.21938}
}
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