Rare Events of Gaussian Processes: A Performance Comparison Between Bridge Monte-Carlo and Importance Sampling

Author(s):  
Stefano Giordano ◽  
Massimiliano Gubinelli ◽  
Michele Pagano
2021 ◽  
Vol 93 ◽  
pp. 102116
Author(s):  
Morgane Menz ◽  
Sylvain Dubreuil ◽  
Jérôme Morio ◽  
Christian Gogu ◽  
Nathalie Bartoli ◽  
...  

2021 ◽  
Author(s):  
Ferdaous Abderrazak ◽  
Eva Antonino-Daviu ◽  
Larbi Talbi ◽  
Miguel Ferrando-Bataller

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