Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions

Shanyin Tong, Georg Stadler. Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions. SIAM/ASA J. Uncertain. Quantification, 11(3):788-813, September 2023. [doi]

Authors

Shanyin Tong

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Georg Stadler

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