Login / Signup

MCMC design-based non-parametric regression for rare event. Application to nested risk computations.

Gersende FortEmmanuel GobetEric Moulines
Published in: Monte Carlo Methods Appl. (2017)
Keyphrases
  • rare events
  • regression model
  • importance sampling
  • data sets
  • monte carlo
  • markov chain
  • posterior distribution