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- Title:
Multilevel Sequential Importance Sampling for Rare Event Estimation
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Wagner, Fabian; Latz, Jonas; Papaioannou, Iason; Ullmann, Elisabeth
- Journal title:
- SIAM Journal on Scientific Computing
- Year:
- 2020
- Journal volume:
- 42
- Journal issue:
- 4
- Pages contribution:
- A2062--A2087
- Fulltext / DOI:
- doi:10.1137/19M1289601
- WWW:
- http://doi.org/10.1137/19M1289601
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