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The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy Tails.

Dirk P. KroeseReuven Y. Rubinstein
Published in: Queueing Syst. Theory Appl. (2004)
Keyphrases
  • likelihood ratio
  • rare events
  • cross validation
  • gaussian distribution
  • hypothesis testing
  • social networks
  • pairwise