Rare Events of Gaussian Processes: A Performance Comparison Between Bridge Monte-Carlo and Importance Sampling

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]

Authors

Stefano Giordano

This author has not been identified. Look up 'Stefano Giordano' in Google

Massimiliano Gubinelli

This author has not been identified. Look up 'Massimiliano Gubinelli' in Google

Michele Pagano

This author has not been identified. Look up 'Michele Pagano' in Google