Rare events, splitting, and quasi-Monte Carlo.
Pierre L'EcuyerValérie DemersBruno TuffinPublished in: ACM Trans. Model. Comput. Simul. (2007)
Keyphrases
- rare events
- quasi monte carlo
- importance sampling
- monte carlo
- variance reduction
- particle filter
- markov chain
- fraud detection
- state space
- sample size
- class imbalance
- kalman filter
- distributed data
- training data
- particle filtering
- class distribution
- visual tracking
- object tracking
- dynamic programming
- learning algorithm