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Analysis of an Importance Sampling Estimator for Tandem Queues.

Paul GlassermanShing-Gang Kou
Published in: ACM Trans. Model. Comput. Simul. (1995)
Keyphrases
  • importance sampling
  • monte carlo
  • kalman filter
  • markov chain
  • variance estimator
  • particle filter
  • spatio temporal
  • variance reduction