Sensitivity Estimation Using Likelihood Ratio Method with Fixed-Sample-Path Principle

Koji Fukuda, Yasuyuki Kudo. Sensitivity Estimation Using Likelihood Ratio Method with Fixed-Sample-Path Principle. In Mohammad S. Obaidat, Tuncer I. Ă–ren, Janusz Kacprzyk, Joaquim Filipe, editors, Simulation and Modeling Methodologies, Technologies and Applications - International Conference, SIMULTECH 2014 Vienna, Austria, August 28-30, 2014 Revised Selected Papers. Volume 402 of Advances in Intelligent Systems and Computing, pages 107-130, Springer, 2014. [doi]

Abstract

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