1. Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution. (30th January 2018) Authors: Grace, Adam W.; Kroese, Dirk P.; Sandmann, Werner Journal: Journal of applied probability Issue: Volume 51:Number 3(2014) Page Start: 741 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution. (September 2014) Authors: Grace, Adam W.; Kroese, Dirk P.; Sandmann, Werner Journal: Journal of applied probability Issue: Volume 51:Number 3(2014) Page Start: 741 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗