Login / Signup

Some large deviations results for Latin hypercube sampling.

Shane S. DrewTito Homem-de-Mello
Published in: WSC (2005)
Keyphrases
  • large deviations
  • latin hypercube sampling
  • queue length
  • heavy tailed
  • asymptotically optimal
  • queueing systems
  • importance sampling
  • generalization bounds
  • state dependent
  • markov processes
  • lead time
  • data dependent