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Achieving Efficiency in Black Box Simulation of Distribution Tails with
  Self-structuring Importance Samplers
v1v2v3 (latest)

Achieving Efficiency in Black Box Simulation of Distribution Tails with Self-structuring Importance Samplers

Operational Research (OR), 2021
14 February 2021
Anand Deo
Karthyek Murthy
ArXiv (abs)PDFHTML

Papers citing "Achieving Efficiency in Black Box Simulation of Distribution Tails with Self-structuring Importance Samplers"

4 / 4 papers shown
Reliability Sensitivity with Response Gradient
Reliability Sensitivity with Response Gradient
Siu-Kui Au
Zi-Jun Cao
91
0
0
10 Oct 2025
Agentic Knowledgeable Self-awareness
Agentic Knowledgeable Self-awarenessAnnual Meeting of the Association for Computational Linguistics (ACL), 2025
Shuofei Qiao
Zihan Qiu
Baochang Ren
Xiaobin Wang
Xiangyuan Ru
...
Xiang Chen
Yong Jiang
Pengjun Xie
Fei Huang
Zeyang Zhang
LLMAGAIFinLM&Ro
317
2
0
04 Apr 2025
Certifiable Deep Importance Sampling for Rare-Event Simulation of
  Black-Box Systems
Certifiable Deep Importance Sampling for Rare-Event Simulation of Black-Box Systems
Mansur Arief
Yuanlu Bai
Wenhao Ding
Shengyi He
Zhiyuan Huang
Henry Lam
Ding Zhao
205
15
0
03 Nov 2021
Efficient Black-Box Importance Sampling for VaR and CVaR Estimation
Efficient Black-Box Importance Sampling for VaR and CVaR Estimation
Anand Deo
Karthyek Murthy
181
10
0
16 Jun 2021
1
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