scholarly journals Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models

2020 ◽  
Vol 67 (7) ◽  
pp. 524-547
Author(s):  
Qiyun Pan ◽  
Eunshin Byon ◽  
Young Myoung Ko ◽  
Henry Lam
Keyword(s):  
Importance Sampling ◽  
Computer Models ◽  
Black Box ◽  
Quantile Estimation ◽  
Adaptive Importance Sampling ◽  
Extreme Quantile

scholarly journals Quantile estimation with adaptive importance sampling

2010 ◽  
Vol 38 (2) ◽  
pp. 1244-1278 ◽  
Author(s):  
Daniel Egloff ◽  
Markus Leippold
Keyword(s):  
Importance Sampling ◽  
Quantile Estimation ◽  
Adaptive Importance Sampling

Time-variant nonparametric extreme quantile estimation with application to US temperature data

2021 ◽  
Vol 55 (2) ◽  
pp. 87-108
Author(s):  
Mohammed Chowdhury ◽  
Bogdan Gadidov ◽  
Linh Le ◽  
Yan Wang ◽  
Lewis VanBrackle
Keyword(s):  
Temperature Data ◽  
Quantile Estimation ◽  
Extreme Quantile

scholarly journals Extreme quantile estimation forβ-mixing time series and applications

2018 ◽  
Vol 83 ◽  
pp. 59-74
Author(s):  
Valérie Chavez-Demoulin ◽  
Armelle Guillou
Keyword(s):  
Time Series ◽  
Mixing Time ◽  
Quantile Estimation ◽  
Extreme Quantile
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