Optimisation of interacting particle systems for rare event estimation

Jérôme Morio, Damien Jacquemart, Mathieu Balesdent, Julien Marzat. Optimisation of interacting particle systems for rare event estimation. Computational Statistics & Data Analysis, 66:117-128, 2013. [doi]

Authors

Jérôme Morio

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Damien Jacquemart

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Mathieu Balesdent

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Julien Marzat

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