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Approximate Zero-Variance Importance Sampling for Static Network Reliability Estimation.
Pierre L'Ecuyer
Gerardo Rubino
Samira Saggadi
Bruno Tuffin
Published in:
IEEE Trans. Reliab. (2011)
Keyphrases
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importance sampling
monte carlo
variance reduction
variance estimator
markov chain
approximate inference
particle filter
rare events
kalman filter
particle filtering
feature space
pairwise
sample size
gaussian process