Monte Carlo variance reduction in applications to Systems Reliability using Phase Space Splitting.

Michael Khazen Arie Dubi

Published in: Monte Carlo Methods Appl. (2004)

Keyphrases

monte carlo
variance reduction
importance sampling
phase space
quasi monte carlo
markov chain
multi object
particle filter
sample size
ordinary differential equations
monte carlo tree search
complex systems
chaotic systems
computer vision
dynamic systems
random sampling