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]
@article{MorioJBM13,
title = {Optimisation of interacting particle systems for rare event estimation},
author = {Jérôme Morio and Damien Jacquemart and Mathieu Balesdent and Julien Marzat},
year = {2013},
doi = {10.1016/j.csda.2013.03.025},
url = {http://dx.doi.org/10.1016/j.csda.2013.03.025},
researchr = {https://researchr.org/publication/MorioJBM13},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {66},
pages = {117-128},
}