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Improving Adaptive Importance Sampling Simulation of Markovian Queueing Models using Non-parametric Smoothing.

Edwin WoudtPieter-Tjerk de BoerJan-Kees C. W. van Ommeren
Published in: Simul. (2007)
Keyphrases
  • importance sampling
  • monte carlo
  • markov chain monte carlo
  • markov chain
  • model selection
  • cross validation
  • statistical methods