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Advances in Modeling and Simulation

Botev, Zdravko / Tuffin, Bruno / Lemieux, Christiane / Keller, Alexander
Advances in Modeling and Simulation
This book celebrates the career of Pierre L¿Ecuyer on the occasion of his 70th birthday. Pierre has made significant contributions to the fields of simulation, modeling, and operations research over the last 40 years. This book contains 20 chapters written by collaborators and experts in the field who, by sharing their latest results, want to recognize the lasting impact of Pierre¿s work in their research area. The breadth of the topics covere...

CHF 198.00

Advances in Modeling and Simulation

Botev, Zdravko / Tuffin, Bruno / Lemieux, Christiane / Keller, Alexander
Advances in Modeling and Simulation
This book celebrates the career of Pierre L¿Ecuyer on the occasion of his 70th birthday. Pierre has made significant contributions to the fields of simulation, modeling, and operations research over the last 40 years. This book contains 20 chapters written by collaborators and experts in the field who, by sharing their latest results, want to recognize the lasting impact of Pierre¿s work in their research area. The breadth of the topics covere...

CHF 198.00

The Generalized Splitting Method

Botev, Zdravko
The Generalized Splitting Method
We describe a new Monte Carlo algorithm for the consistent and unbiased estimation of multidimensional integrals and the efficient sampling from multidimensional densities. The algorithm is inspired by the classical splitting method and can be applied to general static simulation models. We provide examples from rare-event probability estimation, counting, and sampling, demonstrating that the proposed method can outperform existing Markov chai...

CHF 77.00