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Achieving Efficiency in Black-Box Simulation of Distribution Tails with Self-Structuring Importance Samplers.

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Bibliographic Details
Title: Achieving Efficiency in Black-Box Simulation of Distribution Tails with Self-Structuring Importance Samplers.
Authors: Deo, Anand1 (AUTHOR) anand.deo@iimb.ac.in, Murthy, Karthyek2 (AUTHOR) karthyek_murthy@sutd.edu.sg
Source: Operations Research. Jan/Feb2025, Vol. 73 Issue 1, p325-343. 19p.
Database: Business Source Ultimate
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ISSN:0030364X
DOI:10.1287/opre.2021.0331