Cross-entropy based importance sampling for stochastic simulation models.

Quoc Dung Cao Youngjun Choe

Published in: Reliab. Eng. Syst. Saf. (2019)

Keyphrases

importance sampling
simulation models
monte carlo
simulation model
agent based simulation
markov chain
simulation tools
rare events
particle filter
kalman filter
air cargo
particle filtering
markov chain monte carlo
motion model