On Importance Sampling for State Space Models
نویسندگان
چکیده
منابع مشابه
Adaptive optimisation of importance sampling for multi-dimensional state space models with irregular resource boundaries
Simulation is the most flexible means for assessments of quality of service in complex, tightly coupled distributed systems such as telecommunication systems. A major problem with simulation is that it is very inefficient when the quality measures depend on the occurrence of rare events (e.g. cell losses or system failure). Importance sampling (IS) is a speed-up simulation technique that has be...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2005
ISSN: 1556-5068
DOI: 10.2139/ssrn.873472