Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems

Timo Schorlepp, Shanyin Tong, Tobias Grafke, Georg Stadler. Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems. Statistics and Computing, 33(6):137, December 2023. [doi]

Authors

Timo Schorlepp

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Shanyin Tong

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Tobias Grafke

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Georg Stadler

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