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]
@article{SchorleppTGS23,
title = {Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems},
author = {Timo Schorlepp and Shanyin Tong and Tobias Grafke and Georg Stadler},
year = {2023},
month = {December},
doi = {10.1007/s11222-023-10307-2},
url = {https://doi.org/10.1007/s11222-023-10307-2},
researchr = {https://researchr.org/publication/SchorleppTGS23},
cites = {0},
citedby = {0},
journal = {Statistics and Computing},
volume = {33},
number = {6},
pages = {137},
}