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Adaptive monte carlo methods for rare event simulation: adaptive monte carlo methods for rare event simulations.

Minghua Hsieh
Published in: WSC (2002)
Keyphrases
  • monte carlo methods
  • rare events
  • monte carlo
  • importance sampling
  • monte carlo method
  • simulated annealing
  • fraud detection
  • bayesian networks
  • neural network
  • machine learning
  • markov chain