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]
@article{TongS23,
title = {Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions},
author = {Shanyin Tong and Georg Stadler},
year = {2023},
month = {September},
doi = {10.1137/22m1524758},
url = {https://doi.org/10.1137/22m1524758},
researchr = {https://researchr.org/publication/TongS23},
cites = {0},
citedby = {0},
journal = {SIAM/ASA J. Uncertain. Quantification},
volume = {11},
number = {3},
pages = {788-813},
}