Rare-event probability estimation with conditional Monte Carlo.

Joshua C. C. Chan Dirk P. Kroese

Published in: Ann. Oper. Res. (2011)

Keyphrases

monte carlo
probability estimation
importance sampling
decision trees
naive bayes
markov chain
multi class classification
particle filter
classification trees
roc curve
machine learning
dynamic programming
multi class
random forests
binary classification
markov chain monte carlo