Sampling Conditionally on a Rare Event via Generalized Splitting.

Zdravko I. Botev Pierre L'Ecuyer

Published in: INFORMS J. Comput. (2020)

Keyphrases

rare events
importance sampling
monte carlo
fraud detection
markov chain
minority class
kalman filter
buffer overflow
random sampling
sampling algorithm
markov chain monte carlo
class distribution
approximate inference
particle filtering
particle filter
class imbalance
machine learning
sample size
state space