Stefano Giordano, Massimiliano Gubinelli, Michele Pagano. Rare Events of Gaussian Processes: A Performance Comparison Between Bridge Monte-Carlo and Importance Sampling. In Yevgeni Koucheryavy, Jarmo Harju, Alexander Sayenko, editors, Next Generation Teletraffic and Wired/Wireless Advanced Networking, 7th International Conference, NEW2AN 2007, St. Petersburg, Russia, September 10-14, 2007, Proceedings. Volume 4712 of Lecture Notes in Computer Science, pages 269-280, Springer, 2007. [doi]
Abstract is missing.