Slyman, Katherine; Gemmer, John A.; Corak, Nicholas K.; Kiers, Claire; Jones, Christopher K. R. T. Tipping in a low-dimensional model of a tropical cyclone. (English) Zbl 07808025 Physica D 457, Article ID 133969, 15 p. (2024). MSC: 86A08 86A10 37N10 PDFBibTeX XMLCite \textit{K. Slyman} et al., Physica D 457, Article ID 133969, 15 p. (2024; Zbl 07808025) Full Text: DOI arXiv
Correia, Corentin; Freitas, Ana Cristina Moreira; Freitas, Jorge Milhazes Cluster distributions for dynamically defined point processes. (English) Zbl 07808024 Physica D 457, Article ID 133968, 17 p. (2024). MSC: 37Axx 60Gxx 37Dxx PDFBibTeX XMLCite \textit{C. Correia} et al., Physica D 457, Article ID 133968, 17 p. (2024; Zbl 07808024) Full Text: DOI
Cui, Tiangang; Dolgov, Sergey; Scheichl, Robert Deep importance sampling using tensor trains with application to a priori and a posteriori rare events. (English) Zbl 07801539 SIAM J. Sci. Comput. 46, No. 1, C1-C29 (2024). Reviewer: Steven B. Damelin (Ann Arbor) MSC: 65D15 65D32 65C05 65C40 62F15 15A69 15A23 65N21 65L09 PDFBibTeX XMLCite \textit{T. Cui} et al., SIAM J. Sci. Comput. 46, No. 1, C1--C29 (2024; Zbl 07801539) Full Text: DOI arXiv
Dolgov, Sergey; Savostyanov, Dmitry Tensor product approach to modelling epidemics on networks. (English) Zbl 07748302 Appl. Math. Comput. 460, Article ID 128290, 16 p. (2024). MSC: 15A69 34A30 37N25 60J28 65F55 90B15 PDFBibTeX XMLCite \textit{S. Dolgov} and \textit{D. Savostyanov}, Appl. Math. Comput. 460, Article ID 128290, 16 p. (2024; Zbl 07748302) Full Text: DOI arXiv
Sire, Charlie; Le Riche, Rodolphe; Rullière, Didier; Rohmer, Jérémy; Pheulpin, Lucie; Richet, Yann Quantizing rare random maps: application to flooding visualization. (English) Zbl 07792638 J. Comput. Graph. Stat. 32, No. 4, 1556-1571 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Sire} et al., J. Comput. Graph. Stat. 32, No. 4, 1556--1571 (2023; Zbl 07792638) Full Text: DOI arXiv
Keret, Nir; Gorfine, Malka Analyzing big EHR data – optimal Cox regression subsampling procedure with rare events. (English) Zbl 07784906 J. Am. Stat. Assoc. 118, No. 544, 2262-2275 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{N. Keret} and \textit{M. Gorfine}, J. Am. Stat. Assoc. 118, No. 544, 2262--2275 (2023; Zbl 07784906) Full Text: DOI arXiv OA License
Jansen, Katrin; Holling, Heinz Random-effects meta-analysis models for the odds ratio in the case of rare events under different data-generating models: a simulation study. (English) Zbl 1528.62069 Biom. J. 65, No. 3, Article ID 2200132, 28 p. (2023). MSC: 62P10 PDFBibTeX XMLCite \textit{K. Jansen} and \textit{H. Holling}, Biom. J. 65, No. 3, Article ID 2200132, 28 p. (2023; Zbl 1528.62069) Full Text: DOI OA License
Tong, Shanyin; Stadler, Georg Large deviation theory-based adaptive importance sampling for rare events in high dimensions. (English) Zbl 1518.65009 SIAM/ASA J. Uncertain. Quantif. 11, 788-813 (2023). MSC: 65C05 60F10 62L12 65F15 65K10 PDFBibTeX XMLCite \textit{S. Tong} and \textit{G. Stadler}, SIAM/ASA J. Uncertain. Quantif. 11, 788--813 (2023; Zbl 1518.65009) Full Text: DOI arXiv
Gao, Yuan; Li, Tiejun; Li, Xiaoguang; Liu, Jian-Guo Transition path theory for Langevin dynamics on manifolds: optimal control and data-driven solver. (English) Zbl 1517.60087 Multiscale Model. Simul. 21, No. 1, 1-33 (2023). MSC: 60J22 65C05 60H30 93E20 PDFBibTeX XMLCite \textit{Y. Gao} et al., Multiscale Model. Simul. 21, No. 1, 1--33 (2023; Zbl 1517.60087) Full Text: DOI arXiv
Zhu, Yuanran; Tang, Yu-Hang; Kim, Changho Learning stochastic dynamics with statistics-informed neural network. (English) Zbl 07640568 J. Comput. Phys. 474, Article ID 111819, 23 p. (2023). MSC: 60Hxx 82Cxx 68Txx PDFBibTeX XMLCite \textit{Y. Zhu} et al., J. Comput. Phys. 474, Article ID 111819, 23 p. (2023; Zbl 07640568) Full Text: DOI arXiv
Grela, Jacek; Majumdar, Satya N.; Schehr, Grégory Comment on: “Non-intersecting Brownian bridges in the flat-to-flat geometry”. (English) Zbl 1503.60114 J. Stat. Phys. 190, No. 2, Paper No. 33, 4 p. (2023). MSC: 60J65 15B52 60B20 82B41 60K35 PDFBibTeX XMLCite \textit{J. Grela} et al., J. Stat. Phys. 190, No. 2, Paper No. 33, 4 p. (2023; Zbl 1503.60114) Full Text: DOI
Degtyar, S. V.; Shusharin, Yu. V.; Zhuk, Ya. O. Motion of a symmetric gyroscope under gravity with discrete random change in the parameters. (English. Ukrainian original) Zbl 1522.70006 Int. Appl. Mech. 58, No. 6, 634-644 (2022); translation from Prikl. Mekh., Kiev 58, No. 6, 3-17 (2022). MSC: 70E05 PDFBibTeX XMLCite \textit{S. V. Degtyar} et al., Int. Appl. Mech. 58, No. 6, 634--644 (2022; Zbl 1522.70006); translation from Prikl. Mekh., Kiev 58, No. 6, 3--17 (2022) Full Text: DOI
Li, Yang; Xu, Shengyuan; Duan, Jinqiao; Liu, Xianbin; Chu, Yuming A machine learning method for computing quasi-potential of stochastic dynamical systems. (English) Zbl 1519.37046 Nonlinear Dyn. 109, No. 3, 1877-1886 (2022). MSC: 37H10 35R60 60H10 35Q84 37M10 82C05 PDFBibTeX XMLCite \textit{Y. Li} et al., Nonlinear Dyn. 109, No. 3, 1877--1886 (2022; Zbl 1519.37046) Full Text: DOI
Zweimüller, Roland Hitting times and positions in rare events. (Temps d’atteinte et positions pour les événements rares.) (English. French summary) Zbl 1522.37011 Ann. Henri Lebesgue 5, 1361-1415 (2022). MSC: 37A50 37A05 37A25 37A30 37C30 60F05 11K50 PDFBibTeX XMLCite \textit{R. Zweimüller}, Ann. Henri Lebesgue 5, 1361--1415 (2022; Zbl 1522.37011) Full Text: DOI arXiv
Sposini, Vittoria; Chechkin, Aleksei V.; Sokolov, Igor M.; Roldán-Vargas, Sándalo Detecting temporal correlations in hopping dynamics in Lennard-Jones liquids. (English) Zbl 07625556 J. Phys. A, Math. Theor. 55, No. 32, Article ID 324003, 15 p. (2022). MSC: 82-XX 81-XX PDFBibTeX XMLCite \textit{V. Sposini} et al., J. Phys. A, Math. Theor. 55, No. 32, Article ID 324003, 15 p. (2022; Zbl 07625556) Full Text: DOI
Holling, Heinz; Jansen, Katrin; Böhning, Walailuck; Böhning, Dankmar; Martin, Susan; Sangnawakij, Patarawan Estimation of effect heterogeneity in rare events meta-analysis. (English) Zbl 1496.62204 Psychometrika 87, No. 3, 1081-1102 (2022). MSC: 62P15 62P10 62G05 62J12 PDFBibTeX XMLCite \textit{H. Holling} et al., Psychometrika 87, No. 3, 1081--1102 (2022; Zbl 1496.62204) Full Text: DOI
Goodridge, Maldon; Moriarty, John; Vogrinc, Jure; Zocca, Alessandro Hopping between distant basins. (English) Zbl 1505.65215 J. Glob. Optim. 84, No. 2, 465-489 (2022). MSC: 65K05 90C26 PDFBibTeX XMLCite \textit{M. Goodridge} et al., J. Glob. Optim. 84, No. 2, 465--489 (2022; Zbl 1505.65215) Full Text: DOI arXiv
Bouchet, Freddy; Reygner, Julien Path integral derivation and numerical computation of large deviation prefactors for non-equilibrium dynamics through matrix Riccati equations. (English) Zbl 1497.60029 J. Stat. Phys. 189, No. 2, Paper No. 21, 32 p. (2022). MSC: 60F10 62P35 65F45 15A24 PDFBibTeX XMLCite \textit{F. Bouchet} and \textit{J. Reygner}, J. Stat. Phys. 189, No. 2, Paper No. 21, 32 p. (2022; Zbl 1497.60029) Full Text: DOI arXiv
Hill, Kaitlin; Zanetell, Jessica; Gemmer, John A. Most probable transition paths in piecewise-smooth stochastic differential equations. (English) Zbl 1503.60065 Physica D 439, Article ID 133424, 20 p. (2022). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{K. Hill} et al., Physica D 439, Article ID 133424, 20 p. (2022; Zbl 1503.60065) Full Text: DOI arXiv
Lhaut, Stéphane; Sabourin, Anne; Segers, Johan Uniform concentration bounds for frequencies of rare events. (English) Zbl 1498.60077 Stat. Probab. Lett. 189, Article ID 109610, 7 p. (2022). MSC: 60E15 PDFBibTeX XMLCite \textit{S. Lhaut} et al., Stat. Probab. Lett. 189, Article ID 109610, 7 p. (2022; Zbl 1498.60077) Full Text: DOI arXiv
Korablev, Yuriy A. Restoration of the product consumption rate with integral cubic smoothing spline, study of the best smoothing parameter choice. (English) Zbl 1511.41005 Acta Appl. Math. 180, Paper No. 8, 30 p. (2022). MSC: 41A15 41A44 65D07 90B05 90B06 PDFBibTeX XMLCite \textit{Y. A. Korablev}, Acta Appl. Math. 180, Paper No. 8, 30 p. (2022; Zbl 1511.41005) Full Text: DOI
Parra-Alvarez, Juan Carlos; Posch, Olaf; Schrimpf, Andreas Peso problems in the estimation of the C-CAPM. (English) Zbl 1489.91288 Quant. Econ. 13, No. 1, 259-313 (2022). MSC: 91G30 PDFBibTeX XMLCite \textit{J. C. Parra-Alvarez} et al., Quant. Econ. 13, No. 1, 259--313 (2022; Zbl 1489.91288) Full Text: DOI
Korablev, Yuriy Algorithm 1023: Restoration of function by integrals with cubic integral smoothing spline in R. (English) Zbl 07538757 ACM Trans. Math. Softw. 48, No. 2, Article No. 22, 17 p. (2022). MSC: 65-XX PDFBibTeX XMLCite \textit{Y. Korablev}, ACM Trans. Math. Softw. 48, No. 2, Article No. 22, 17 p. (2022; Zbl 07538757) Full Text: DOI
Böhning, Dankmar; Sangnawakij, Patarawan; Holling, Heinz Confidence interval estimation for the Mantel-Haenszel estimator of the risk ratio and risk difference in rare event meta-analysis with emphasis on the bootstrap. (English) Zbl 07498035 J. Stat. Comput. Simulation 92, No. 6, 1267-1291 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Böhning} et al., J. Stat. Comput. Simulation 92, No. 6, 1267--1291 (2022; Zbl 07498035) Full Text: DOI
Başoğlu Kabran, Fatma; Sezer, Ali Devin Approximation of the exit probability of a stable Markov modulated constrained random walk. (English) Zbl 1492.60120 Ann. Oper. Res. 310, No. 2, 431-475 (2022). MSC: 60G50 60G40 60F10 60J45 PDFBibTeX XMLCite \textit{F. Başoğlu Kabran} and \textit{A. D. Sezer}, Ann. Oper. Res. 310, No. 2, 431--475 (2022; Zbl 1492.60120) Full Text: DOI arXiv
Li, Yang; Duan, Jinqiao Extracting governing laws from sample path data of non-Gaussian stochastic dynamical systems. (English) Zbl 1490.60114 J. Stat. Phys. 186, No. 2, Paper No. 30, 21 p. (2022). MSC: 60G51 37H10 60H10 65C20 65C30 PDFBibTeX XMLCite \textit{Y. Li} and \textit{J. Duan}, J. Stat. Phys. 186, No. 2, Paper No. 30, 21 p. (2022; Zbl 1490.60114) Full Text: DOI arXiv
Rolland, Joran Collapse of transitional wall turbulence captured using a rare events algorithm. (English) Zbl 1507.76070 J. Fluid Mech. 931, Paper No. A22, 38 p. (2022). MSC: 76F06 76E05 76M35 PDFBibTeX XMLCite \textit{J. Rolland}, J. Fluid Mech. 931, Paper No. A22, 38 p. (2022; Zbl 1507.76070) Full Text: DOI arXiv HAL
Freitas, Ana Cristina Moreira; Freitas, Jorge Milhazes; Soares, Jorge Valentim Rare events for product fractal sets. (English) Zbl 1519.60051 J. Phys. A, Math. Theor. 54, No. 34, Article ID 345202, 30 p. (2021). MSC: 60G70 28A80 60G18 37A50 PDFBibTeX XMLCite \textit{A. C. M. Freitas} et al., J. Phys. A, Math. Theor. 54, No. 34, Article ID 345202, 30 p. (2021; Zbl 1519.60051) Full Text: DOI
Serrao, Shannon R.; Ritmeester, Tim; Meyer-Ortmanns, Hildegard Rare extinction events in cyclic predator-prey games. (English) Zbl 1519.92214 J. Phys. A, Math. Theor. 54, No. 23, Article ID 235001, 17 p. (2021). MSC: 92D25 91A80 49L12 91A22 PDFBibTeX XMLCite \textit{S. R. Serrao} et al., J. Phys. A, Math. Theor. 54, No. 23, Article ID 235001, 17 p. (2021; Zbl 1519.92214) Full Text: DOI arXiv
Li, Yang; Duan, Jinqiao A data-driven approach for discovering stochastic dynamical systems with non-Gaussian Lévy noise. (English) Zbl 07493986 Physica D 417, Article ID 132830, 12 p. (2021). MSC: 82-XX 60-XX PDFBibTeX XMLCite \textit{Y. Li} and \textit{J. Duan}, Physica D 417, Article ID 132830, 12 p. (2021; Zbl 07493986) Full Text: DOI arXiv
Böhning, Dankmar; Holling, Heinz; Böhning, Walailuck; Sangnawakij, Patarawan Investigating heterogeneity in meta-analysis of studies with rare events. Estimating the amount of heterogeneity. (English) Zbl 1478.62321 Metron 79, No. 3, 259-272 (2021). MSC: 62P10 62F03 62N03 PDFBibTeX XMLCite \textit{D. Böhning} et al., Metron 79, No. 3, 259--272 (2021; Zbl 1478.62321) Full Text: DOI
Kost, Samuel; Rheinbach, Oliver; Schaeben, Helmut Logistic regression for prospectivity modeling. (English) Zbl 1475.62215 Vermolen, Fred J. (ed.) et al., Numerical mathematics and advanced applications. ENUMATH 2019. Proceedings of the European conference, Egmond aan Zee, The Netherlands, September 30 – October 4, 2019. Cham: Springer. Lect. Notes Comput. Sci. Eng. 139, 823-831 (2021). MSC: 62J12 62P20 68T05 PDFBibTeX XMLCite \textit{S. Kost} et al., Lect. Notes Comput. Sci. Eng. 139, 823--831 (2021; Zbl 1475.62215) Full Text: DOI Link
Backenköhler, Michael; Bortolussi, Luca; Großmann, Gerrit; Wolf, Verena Analysis of Markov jump processes under terminal constraints. (English) Zbl 1472.60140 Groote, Jan Friso (ed.) et al., Tools and algorithms for the construction and analysis of systems. 27th international conference, TACAS 2021, held as part of the European joint conferences on theory and practice of software, ETAPS 2021, Luxembourg City, Luxembourg, March 27 – April 1, 2021. Proceedings. Part I. Cham: Springer. Lect. Notes Comput. Sci. 12651, 210-229 (2021). MSC: 60J76 PDFBibTeX XMLCite \textit{M. Backenköhler} et al., Lect. Notes Comput. Sci. 12651, 210--229 (2021; Zbl 1472.60140) Full Text: DOI arXiv
Huang, Yuanfei; Chao, Ying; Wei, Wei; Duan, Jinqiao Estimating the most probable transition time for stochastic dynamical systems. (English) Zbl 1484.60061 Nonlinearity 34, No. 7, 4543-4569 (2021). MSC: 60H10 PDFBibTeX XMLCite \textit{Y. Huang} et al., Nonlinearity 34, No. 7, 4543--4569 (2021; Zbl 1484.60061) Full Text: DOI arXiv
Rao, Vishwas; Anitescu, Mihai Efficient computation of extreme excursion probabilities for dynamical systems through Rice’s formula. (English) Zbl 1478.60102 SIAM/ASA J. Uncertain. Quantif. 9, 731-762 (2021). MSC: 60F10 37H10 60G15 62G32 65C05 PDFBibTeX XMLCite \textit{V. Rao} and \textit{M. Anitescu}, SIAM/ASA J. Uncertain. Quantif. 9, 731--762 (2021; Zbl 1478.60102) Full Text: DOI arXiv
Blanchard, Antoine; Sapsis, Themistoklis Output-weighted optimal sampling for Bayesian experimental design and uncertainty quantification. (English) Zbl 1464.62356 SIAM/ASA J. Uncertain. Quantif. 9, 564-592 (2021). MSC: 62K05 62G32 60G70 62D05 86A05 PDFBibTeX XMLCite \textit{A. Blanchard} and \textit{T. Sapsis}, SIAM/ASA J. Uncertain. Quantif. 9, 564--592 (2021; Zbl 1464.62356) Full Text: DOI arXiv
Böhning, Dankmar; Martin, Susan; Sangnawakij, Patarawan; Jansen, Katrin; Böhning, Walailuck; Holling, Heinz Nonparametric estimation of effect heterogeneity in rare events meta-analysis: bivariate, discrete mixture model. (English) Zbl 1464.62291 Lobachevskii J. Math. 42, No. 2, 308-317 (2021). MSC: 62H12 62G05 62G32 62P10 92C60 PDFBibTeX XMLCite \textit{D. Böhning} et al., Lobachevskii J. Math. 42, No. 2, 308--317 (2021; Zbl 1464.62291) Full Text: DOI
Cvetković, Nada; Conrad, Tim; Lie, Han Cheng A convergent discretization method for transition path theory for diffusion processes. (English) Zbl 1457.34095 Multiscale Model. Simul. 19, No. 1, 242-266 (2021). MSC: 34F05 60G99 65C05 65D99 PDFBibTeX XMLCite \textit{N. Cvetković} et al., Multiscale Model. Simul. 19, No. 1, 242--266 (2021; Zbl 1457.34095) Full Text: DOI arXiv
Wan, Xiaoliang; Zhai, Jiayu A minimum action method for dynamical systems with constant time delays. (English) Zbl 1462.65015 SIAM J. Sci. Comput. 43, No. 1, A541-A565 (2021). MSC: 65C30 60F10 PDFBibTeX XMLCite \textit{X. Wan} and \textit{J. Zhai}, SIAM J. Sci. Comput. 43, No. 1, A541--A565 (2021; Zbl 1462.65015) Full Text: DOI
Giardinà, Cristian; Giberti, Claudio; Magnanini, Elena Approximating the cumulant generating function of triangles in the Erdös-Rényi random graph. (English) Zbl 1460.82017 J. Stat. Phys. 182, No. 2, Paper No. 23, 23 p. (2021). MSC: 82C26 82C20 05C80 05C50 PDFBibTeX XMLCite \textit{C. Giardinà} et al., J. Stat. Phys. 182, No. 2, Paper No. 23, 23 p. (2021; Zbl 1460.82017) Full Text: DOI arXiv
Fouxon, Itzhak; Ditlevsen, Peter Refined central limit theorem and infinite density tail of the Lorentz gas from Lévy walk. (English) Zbl 1519.60033 J. Phys. A, Math. Theor. 53, No. 41, Article ID 415004, 37 p. (2020). MSC: 60F05 60K50 60G51 PDFBibTeX XMLCite \textit{I. Fouxon} and \textit{P. Ditlevsen}, J. Phys. A, Math. Theor. 53, No. 41, Article ID 415004, 37 p. (2020; Zbl 1519.60033) Full Text: DOI arXiv
Beisemann, Marie; Doebler, Philipp; Holling, Heinz Comparison of random-effects meta-analysis models for the relative risk in the case of rare events: a simulation study. (English) Zbl 1464.62425 Biom. J. 62, No. 7, 1597-1630 (2020). MSC: 62P10 PDFBibTeX XMLCite \textit{M. Beisemann} et al., Biom. J. 62, No. 7, 1597--1630 (2020; Zbl 1464.62425) Full Text: DOI
Tizón-Escamilla, Nicolás; Lecomte, Vivien; Bertin, Eric Current statistics and depinning transition for a one-dimensional Langevin process in the weak-noise limit. (English) Zbl 1459.60178 J. Stat. Mech. Theory Exp. 2020, No. 9, Article ID 093208, 57 p. (2020). MSC: 60J70 60F10 82C31 PDFBibTeX XMLCite \textit{N. Tizón-Escamilla} et al., J. Stat. Mech. Theory Exp. 2020, No. 9, Article ID 093208, 57 p. (2020; Zbl 1459.60178) Full Text: DOI arXiv
Moreira Freitas, Ana Cristina; Milhazes Freitas, Jorge; Magalhães, Mário; Vaienti, Sandro Point processes of non stationary sequences generated by sequential and random dynamical systems. (English) Zbl 1464.37008 J. Stat. Phys. 181, No. 4, 1365-1409 (2020). Reviewer: George Stoica (Saint John) MSC: 37A50 37H12 37D20 60G70 60G57 PDFBibTeX XMLCite \textit{A. C. Moreira Freitas} et al., J. Stat. Phys. 181, No. 4, 1365--1409 (2020; Zbl 1464.37008) Full Text: DOI arXiv
Paul, Supratik; Chatzilygeroudis, Konstantinos; Ciosek, Kamil; Mouret, Jean-Baptiste; Osborne, Michael A.; Whiteson, Shimon Robust reinforcement learning with Bayesian optimisation and quadrature. (English) Zbl 1525.68124 J. Mach. Learn. Res. 21, Paper No. 151, 31 p. (2020). MSC: 68T05 62-08 62F15 90C90 PDFBibTeX XMLCite \textit{S. Paul} et al., J. Mach. Learn. Res. 21, Paper No. 151, 31 p. (2020; Zbl 1525.68124) Full Text: Link
Abadi, Miguel; Moreira Freitas, Ana Cristina; Milhazes Freitas, Jorge Dynamical counterexamples regarding the extremal index and the mean of the limiting cluster size distribution. (English) Zbl 1458.37007 J. Lond. Math. Soc., II. Ser. 102, No. 2, 670-694 (2020). Reviewer: George Stoica (Saint John) MSC: 37A50 37H10 60G55 60G70 PDFBibTeX XMLCite \textit{M. Abadi} et al., J. Lond. Math. Soc., II. Ser. 102, No. 2, 670--694 (2020; Zbl 1458.37007) Full Text: DOI arXiv
Scosyrev, Emil Improved confidence intervals for a difference of two cause-specific cumulative incidence functions estimated in the presence of competing risks and random censoring. (English) Zbl 1448.62185 Biom. J. 62, No. 6, 1394-1407 (2020). MSC: 62P10 PDFBibTeX XMLCite \textit{E. Scosyrev}, Biom. J. 62, No. 6, 1394--1407 (2020; Zbl 1448.62185) Full Text: DOI
Ünlü, Kamil Demirberk; Sezer, Ali Devin Excessive backlog probabilities of two parallel queues. (English) Zbl 1452.90137 Ann. Oper. Res. 293, No. 1, 141-174 (2020). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{K. D. Ünlü} and \textit{A. D. Sezer}, Ann. Oper. Res. 293, No. 1, 141--174 (2020; Zbl 1452.90137) Full Text: DOI arXiv
Bouchet, Freddy; Woillez, Eric Transport in Hamiltonian systems with slowly changing phase space structure. (English) Zbl 1467.82081 Commun. Nonlinear Sci. Numer. Simul. 80, Article ID 104935, 20 p. (2020). MSC: 82C70 82C23 PDFBibTeX XMLCite \textit{F. Bouchet} and \textit{E. Woillez}, Commun. Nonlinear Sci. Numer. Simul. 80, Article ID 104935, 20 p. (2020; Zbl 1467.82081) Full Text: DOI arXiv
Guyader, Arnaud; Touchette, Hugo Efficient large deviation estimation based on importance sampling. (English) Zbl 1448.62061 J. Stat. Phys. 181, No. 2, 551-586 (2020). MSC: 62G32 62G20 60F10 60J10 60J60 PDFBibTeX XMLCite \textit{A. Guyader} and \textit{H. Touchette}, J. Stat. Phys. 181, No. 2, 551--586 (2020; Zbl 1448.62061) Full Text: DOI arXiv
Moreira Freitas, Ana Cristina; Milhazes Freitas, Jorge; Rodrigues, Fagner B.; Soares, Jorge Valentim Rare events for Cantor target sets. (English) Zbl 1448.37032 Commun. Math. Phys. 378, No. 1, 75-115 (2020). Reviewer: George Stoica (Saint John) MSC: 37C45 37A50 28A80 28A78 PDFBibTeX XMLCite \textit{A. C. Moreira Freitas} et al., Commun. Math. Phys. 378, No. 1, 75--115 (2020; Zbl 1448.37032) Full Text: DOI arXiv
Rechberger, Simon; Zweimüller, Roland Return- and hitting-time distributions of small sets in infinite measure preserving systems. (English) Zbl 1447.37014 Ergodic Theory Dyn. Syst. 40, No. 8, 2239-2273 (2020). MSC: 37A50 37A40 28D05 37E05 60F05 PDFBibTeX XMLCite \textit{S. Rechberger} and \textit{R. Zweimüller}, Ergodic Theory Dyn. Syst. 40, No. 8, 2239--2273 (2020; Zbl 1447.37014) Full Text: DOI arXiv
Sapsis, Themistoklis P. Output-weighted optimal sampling for Bayesian regression and rare event statistics using few samples. (English) Zbl 1439.62177 Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 476, No. 2234, Article ID 20190834, 23 p. (2020). MSC: 62K05 62F15 62D05 PDFBibTeX XMLCite \textit{T. P. Sapsis}, Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 476, No. 2234, Article ID 20190834, 23 p. (2020; Zbl 1439.62177) Full Text: DOI arXiv Link
Uy, Wayne Isaac T.; Grigoriu, Mircea D. Identification of input random field samples causing extreme responses. (English) Zbl 1481.62071 Appl. Math. Modelling 82, 916-937 (2020). MSC: 62M40 62G32 62H30 62N05 PDFBibTeX XMLCite \textit{W. I. T. Uy} and \textit{M. D. Grigoriu}, Appl. Math. Modelling 82, 916--937 (2020; Zbl 1481.62071) Full Text: DOI
Spiliopoulos, Konstantinos; Morse, Matthew R. Importance sampling for slow-fast diffusions based on moderate deviations. (English) Zbl 1440.60024 Multiscale Model. Simul. 18, No. 1, 315-350 (2020). MSC: 60F05 60F10 60G99 65C05 PDFBibTeX XMLCite \textit{K. Spiliopoulos} and \textit{M. R. Morse}, Multiscale Model. Simul. 18, No. 1, 315--350 (2020; Zbl 1440.60024) Full Text: DOI arXiv
Kukal, Jaromir; Tran, Quang Van; Benes, Michal Discovery of rare event testing for stochastic simulations of diffusion processes. (English) Zbl 07565759 Physica A 525, 50-63 (2019). MSC: 82-XX PDFBibTeX XMLCite \textit{J. Kukal} et al., Physica A 525, 50--63 (2019; Zbl 07565759) Full Text: DOI
Kebiri, Omar; Neureither, Lara; Hartmann, Carsten Adaptive importance sampling with forward-backward stochastic differential equations. (English) Zbl 1442.82020 Giacomin, Giambattista (ed.) et al., Stochastic dynamics out of equilibrium. Lecture notes from the IHP trimester, Institut Henri Poincaré (IHP), Paris, France, April – July, 2017. Cham: Springer. Springer Proc. Math. Stat. 282, 265-281 (2019). MSC: 82C31 35R60 35Q53 49L20 60H15 62D05 65C05 82M31 PDFBibTeX XMLCite \textit{O. Kebiri} et al., Springer Proc. Math. Stat. 282, 265--281 (2019; Zbl 1442.82020) Full Text: DOI arXiv
Piaget-Rossel, Romain; Taffé, Patrick Meta-analysis of rare events under the assumption of a homogeneous treatment effect. (English) Zbl 1429.62590 Biom. J. 61, No. 6, 1557-1574 (2019). MSC: 62P10 PDFBibTeX XMLCite \textit{R. Piaget-Rossel} and \textit{P. Taffé}, Biom. J. 61, No. 6, 1557--1574 (2019; Zbl 1429.62590) Full Text: DOI
Zweimüller, Roland Hitting-time limits for some exceptional rare events of ergodic maps. (English) Zbl 1417.37039 Stochastic Processes Appl. 129, No. 5, 1556-1567 (2019). MSC: 37A05 28D05 37E05 PDFBibTeX XMLCite \textit{R. Zweimüller}, Stochastic Processes Appl. 129, No. 5, 1556--1567 (2019; Zbl 1417.37039) Full Text: DOI arXiv
E, Weinan; Li, Tiejun; Vanden-Eijnden, Eric Applied stochastic analysis. (English) Zbl 1430.60002 Graduate Studies in Mathematics 199. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-4933-9/hbk; 978-1-4704-5241-4/ebook). xxi, 305 p. (2019). Reviewer: Nikolaos Halidias (Athens) MSC: 60-01 60J22 60H10 60H35 62P10 PDFBibTeX XMLCite \textit{W. E} et al., Applied stochastic analysis. Providence, RI: American Mathematical Society (AMS) (2019; Zbl 1430.60002) Full Text: DOI
Leitão, Jorge C.; Lopes, João M. V. P.; Altmann, Eduardo G. Taming chaos to sample rare events: the effect of weak chaos. (English) Zbl 1426.37032 Chaos 29, No. 4, 043113, 9 p. (2019). MSC: 37D45 62G32 91G60 65C05 PDFBibTeX XMLCite \textit{J. C. Leitão} et al., Chaos 29, No. 4, 043113, 9 p. (2019; Zbl 1426.37032) Full Text: DOI arXiv
Cérou, Frédéric; Guyader, Arnaud; Rousset, Mathias Adaptive multilevel splitting: historical perspective and recent results. (English) Zbl 1417.65024 Chaos 29, No. 4, 043108, 12 p. (2019). MSC: 65C35 65C40 60F05 PDFBibTeX XMLCite \textit{F. Cérou} et al., Chaos 29, No. 4, 043108, 12 p. (2019; Zbl 1417.65024) Full Text: DOI HAL
Budhiraja, Amarjit; Dupuis, Paul Analysis and approximation of rare events. Representations and weak convergence methods. (English) Zbl 1427.60003 Probability Theory and Stochastic Modelling 94. New York, NY: Springer (ISBN 978-1-4939-9577-6/hbk; 978-1-4939-9579-0/ebook). xix, 574 p. (2019). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60-02 60F10 60B10 60J10 60G57 60J65 60J74 60J76 65C05 PDFBibTeX XMLCite \textit{A. Budhiraja} and \textit{P. Dupuis}, Analysis and approximation of rare events. Representations and weak convergence methods. New York, NY: Springer (2019; Zbl 1427.60003) Full Text: DOI
Boxma, O. J.; Cahen, E. J.; Koops, D.; Mandjes, M. Linear stochastic fluid networks: rare-event simulation and Markov modulation. (English) Zbl 1411.60136 Methodol. Comput. Appl. Probab. 21, No. 1, 125-153 (2019). MSC: 60K25 60F10 65C05 PDFBibTeX XMLCite \textit{O. J. Boxma} et al., Methodol. Comput. Appl. Probab. 21, No. 1, 125--153 (2019; Zbl 1411.60136) Full Text: DOI arXiv
Boonstra, Philip S.; Barbaro, Ryan P.; Sen, Ananda Default priors for the intercept parameter in logistic regressions. (English) Zbl 1507.62018 Comput. Stat. Data Anal. 133, 245-256 (2019). MSC: 62-08 62J12 62F15 62J07 PDFBibTeX XMLCite \textit{P. S. Boonstra} et al., Comput. Stat. Data Anal. 133, 245--256 (2019; Zbl 1507.62018) Full Text: DOI Link
Cérou, Frédéric; Delyon, Bernard; Guyader, Arnaud; Rousset, Mathias On the asymptotic normality of adaptive multilevel splitting. (English) Zbl 1412.82029 SIAM/ASA J. Uncertain. Quantif. 7, 1-30 (2019). MSC: 82C22 65C05 60K35 60J60 82C80 PDFBibTeX XMLCite \textit{F. Cérou} et al., SIAM/ASA J. Uncertain. Quantif. 7, 1--30 (2019; Zbl 1412.82029) Full Text: DOI arXiv
Wan, Xiaoliang; Zheng, Bin; Lin, Guang An \(hp\)-adaptive minimum action method based on a posteriori error estimate. (English) Zbl 1499.65025 Commun. Comput. Phys. 23, No. 2, 408-439 (2018). MSC: 65C30 60H35 65C20 65N20 65N30 PDFBibTeX XMLCite \textit{X. Wan} et al., Commun. Comput. Phys. 23, No. 2, 408--439 (2018; Zbl 1499.65025) Full Text: DOI
Bergtold, Jason S.; Yeager, Elizabeth A.; Featherstone, Allen M. Inferences from logistic regression models in the presence of small samples, rare events, nonlinearity, and multicollinearity with observational data. (English) Zbl 1516.62150 J. Appl. Stat. 45, No. 3, 528-546 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{J. S. Bergtold} et al., J. Appl. Stat. 45, No. 3, 528--546 (2018; Zbl 1516.62150) Full Text: DOI
Whitaker, Heather J.; Steer, Colin D.; Farrington, C. Paddy Self-controlled case series studies: Just how rare does a rare non-recurrent outcome need to be? (English) Zbl 1412.62184 Biom. J. 60, No. 6, 1110-1120 (2018). MSC: 62P10 62M10 PDFBibTeX XMLCite \textit{H. J. Whitaker} et al., Biom. J. 60, No. 6, 1110--1120 (2018; Zbl 1412.62184) Full Text: DOI Link
Tsai, Jerry; Wachter, Jessica A. Pricing long-lived securities in dynamic endowment economies. (English) Zbl 1417.91223 J. Econ. Theory 177, 848-878 (2018). MSC: 91B25 91G99 60J75 PDFBibTeX XMLCite \textit{J. Tsai} and \textit{J. A. Wachter}, J. Econ. Theory 177, 848--878 (2018; Zbl 1417.91223) Full Text: DOI Link
Forgoston, Eric; Moore, Richard O. A primer on noise-induced transitions in applied dynamical systems. (English) Zbl 1408.37089 SIAM Rev. 60, No. 4, 969-1009 (2018). MSC: 37H10 37N25 60H10 60H15 60H30 92D30 92D40 PDFBibTeX XMLCite \textit{E. Forgoston} and \textit{R. O. Moore}, SIAM Rev. 60, No. 4, 969--1009 (2018; Zbl 1408.37089) Full Text: DOI arXiv
Dinner, Aaron R.; Mattingly, Jonathan C.; Tempkin, Jeremy O. B.; Koten, Brian Van; Weare, Jonathan Trajectory stratification of stochastic dynamics. (English) Zbl 1406.82010 SIAM Rev. 60, No. 4, 909-938 (2018). Reviewer: Eugene Postnikov (Kursk) MSC: 82C05 82C80 82C31 68U20 65C05 65C40 PDFBibTeX XMLCite \textit{A. R. Dinner} et al., SIAM Rev. 60, No. 4, 909--938 (2018; Zbl 1406.82010) Full Text: DOI arXiv
Mafusalov, Alexander; Shapiro, Alexander; Uryasev, Stan Estimation and asymptotics for buffered probability of exceedance. (English) Zbl 1403.90537 Eur. J. Oper. Res. 270, No. 3, 826-836 (2018). MSC: 90C15 90C51 90C25 62G05 62G32 PDFBibTeX XMLCite \textit{A. Mafusalov} et al., Eur. J. Oper. Res. 270, No. 3, 826--836 (2018; Zbl 1403.90537) Full Text: DOI
Billings, Lora; Forgoston, Eric Seasonal forcing in stochastic epidemiology models. (English) Zbl 1391.92048 Ric. Mat. 67, No. 1, 27-47 (2018). MSC: 92D30 60H30 34F05 PDFBibTeX XMLCite \textit{L. Billings} and \textit{E. Forgoston}, Ric. Mat. 67, No. 1, 27--47 (2018; Zbl 1391.92048) Full Text: DOI
Kuhn, Julia; Mandjes, Michel Efficient simulation of tail probabilities in a queueing model with heterogeneous servers. (English) Zbl 1391.60225 Stoch. Models 34, No. 2, 239-267 (2018). MSC: 60K25 60F10 PDFBibTeX XMLCite \textit{J. Kuhn} and \textit{M. Mandjes}, Stoch. Models 34, No. 2, 239--267 (2018; Zbl 1391.60225) Full Text: DOI
Hellmuth, Marc; Hernandez-Rosales, Maribel; Long, Yangjing; Stadler, Peter F. Inferring phylogenetic trees from the knowledge of rare evolutionary events. (English) Zbl 1386.05186 J. Math. Biol. 76, No. 7, 1623-1653 (2018). MSC: 05C90 05C05 92D15 PDFBibTeX XMLCite \textit{M. Hellmuth} et al., J. Math. Biol. 76, No. 7, 1623--1653 (2018; Zbl 1386.05186) Full Text: DOI arXiv
He, Yinqiu; Xu, Gongjun Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix. (English) Zbl 1499.60005 J. Multivariate Anal. 166, 320-334 (2018). MSC: 60-08 60B20 62H10 65C05 PDFBibTeX XMLCite \textit{Y. He} and \textit{G. Xu}, J. Multivariate Anal. 166, 320--334 (2018; Zbl 1499.60005) Full Text: DOI arXiv
Tillier, Charles; Wintenberger, Olivier Regular variation of a random length sequence of random variables and application to risk assessment. (English) Zbl 1391.60120 Extremes 21, No. 1, 27-56 (2018). MSC: 60G70 91B30 62P05 62P10 PDFBibTeX XMLCite \textit{C. Tillier} and \textit{O. Wintenberger}, Extremes 21, No. 1, 27--56 (2018; Zbl 1391.60120) Full Text: DOI arXiv HAL
Andersen, Lars Nørvang; Laub, Patrick J.; Rojas-Nandayapa, Leonardo Efficient simulation for dependent rare events with applications to extremes. (English) Zbl 1385.65014 Methodol. Comput. Appl. Probab. 20, No. 1, 385-409 (2018). Reviewer: Jaromír Antoch (Praha) MSC: 65C60 65C05 62G32 PDFBibTeX XMLCite \textit{L. N. Andersen} et al., Methodol. Comput. Appl. Probab. 20, No. 1, 385--409 (2018; Zbl 1385.65014) Full Text: DOI arXiv
Ben Rached, Nadhir; Benkhelifa, Fatma; Kammoun, Abla; Alouini, Mohamed-Slim; Tempone, Raul On the generalization of the hazard rate twisting-based simulation approach. (English) Zbl 1384.65013 Stat. Comput. 28, No. 1, 61-75 (2018). MSC: 65C50 60F10 60G50 PDFBibTeX XMLCite \textit{N. Ben Rached} et al., Stat. Comput. 28, No. 1, 61--75 (2018; Zbl 1384.65013) Full Text: DOI
Wan, Xiaoliang; Zhou, Xiang Asymptotically efficient simulation of elliptic problems with small random forcing. (English) Zbl 1383.65005 SIAM J. Sci. Comput. 40, No. 1, A548-A572 (2018). MSC: 65C05 60H15 60H35 35R60 35J05 PDFBibTeX XMLCite \textit{X. Wan} and \textit{X. Zhou}, SIAM J. Sci. Comput. 40, No. 1, A548--A572 (2018; Zbl 1383.65005) Full Text: DOI
Hartmann, Carsten; Schütte, Christof; Weber, Marcus; Zhang, Wei Importance sampling in path space for diffusion processes with slow-fast variables. (English) Zbl 1386.60032 Probab. Theory Relat. Fields 170, No. 1-2, 177-228 (2018). Reviewer: Uwe Franz (Besançon) MSC: 60C05 60J60 60F15 PDFBibTeX XMLCite \textit{C. Hartmann} et al., Probab. Theory Relat. Fields 170, No. 1--2, 177--228 (2018; Zbl 1386.60032) Full Text: DOI arXiv
Dong, Gaohong Meta-analysis for rare events as binary outcomes. (English) Zbl 1402.62268 Chen, Ding-Geng (ed.) et al., New advances in statistics and data science. Selected papers based on the presentations at the 25th ISCA applied statistics symposium, Atlanta, GA, USA, June 12–15, 2016. Cham: Springer (ISBN 978-3-319-69415-3/hbk; 978-3-319-69416-0/ebook). ICSA Book Series in Statistics, 45-59 (2017). MSC: 62P10 62G05 PDFBibTeX XMLCite \textit{G. Dong}, in: New advances in statistics and data science. Selected papers based on the presentations at the 25th ISCA applied statistics symposium, Atlanta, GA, USA, June 12--15, 2016. Cham: Springer. 45--59 (2017; Zbl 1402.62268) Full Text: DOI
Lerch, Sebastian; Thorarinsdottir, Thordis L.; Ravazzolo, Francesco; Gneiting, Tilmann Forecaster’s dilemma: extreme events and forecast evaluation. (English) Zbl 1442.62209 Stat. Sci. 32, No. 1, 106-127 (2017). MSC: 62M20 62P20 PDFBibTeX XMLCite \textit{S. Lerch} et al., Stat. Sci. 32, No. 1, 106--127 (2017; Zbl 1442.62209) Full Text: DOI arXiv Euclid
Blagus, Rok; Lusa, Lara Gradient boosting for high-dimensional prediction of rare events. (English) Zbl 1464.62029 Comput. Stat. Data Anal. 113, 19-37 (2017). MSC: 62-08 62P10 68T05 PDFBibTeX XMLCite \textit{R. Blagus} and \textit{L. Lusa}, Comput. Stat. Data Anal. 113, 19--37 (2017; Zbl 1464.62029) Full Text: DOI
Isoré, Marlène; Szczerbowicz, Urszula Disaster risk and preference shifts in a New Keynesian model. (English) Zbl 1401.91389 J. Econ. Dyn. Control 79, 97-125 (2017). MSC: 91B64 91B51 PDFBibTeX XMLCite \textit{M. Isoré} and \textit{U. Szczerbowicz}, J. Econ. Dyn. Control 79, 97--125 (2017; Zbl 1401.91389) Full Text: DOI
Blom, Joke; de Turck, Koen; Mandjes, Michel Refined large deviations asymptotics for Markov-modulated infinite-server systems. (English) Zbl 1402.90037 Eur. J. Oper. Res. 259, No. 3, 1036-1044 (2017). MSC: 90B22 60K25 60F10 PDFBibTeX XMLCite \textit{J. Blom} et al., Eur. J. Oper. Res. 259, No. 3, 1036--1044 (2017; Zbl 1402.90037) Full Text: DOI arXiv Link
Salins, Michael; Spiliopoulos, Konstantinos Rare event simulation via importance sampling for linear SPDE’s. (English) Zbl 1391.60161 Stoch. Partial Differ. Equ., Anal. Comput. 5, No. 4, 652-690 (2017). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60H15 60F10 65C05 65C30 PDFBibTeX XMLCite \textit{M. Salins} and \textit{K. Spiliopoulos}, Stoch. Partial Differ. Equ., Anal. Comput. 5, No. 4, 652--690 (2017; Zbl 1391.60161) Full Text: DOI arXiv
Holzmann, Hajo; Klar, Bernhard Focusing on regions of interest in forecast evaluation. (English) Zbl 1383.62243 Ann. Appl. Stat. 11, No. 4, 2404-2431 (2017). MSC: 62P05 62M10 62M20 91G70 PDFBibTeX XMLCite \textit{H. Holzmann} and \textit{B. Klar}, Ann. Appl. Stat. 11, No. 4, 2404--2431 (2017; Zbl 1383.62243) Full Text: DOI Euclid
Wan, Xiaoliang; Yu, Haijun A dynamic-solver-consistent minimum action method: with an application to 2D Navier-Stokes equations. (English) Zbl 1380.65289 J. Comput. Phys. 331, 209-226 (2017). MSC: 65M60 76D05 35R60 PDFBibTeX XMLCite \textit{X. Wan} and \textit{H. Yu}, J. Comput. Phys. 331, 209--226 (2017; Zbl 1380.65289) Full Text: DOI
Farazmand, Mohammad; Sapsis, Themistoklis P. Reduced-order prediction of rogue waves in two-dimensional deep-water waves. (English) Zbl 1376.86003 J. Comput. Phys. 340, 418-434 (2017). MSC: 86A05 35Q86 35Q55 65C50 PDFBibTeX XMLCite \textit{M. Farazmand} and \textit{T. P. Sapsis}, J. Comput. Phys. 340, 418--434 (2017; Zbl 1376.86003) Full Text: DOI arXiv
Panahbehagh, Bardia; Brown, Jennifer Gap-based inverse sampling. (English) Zbl 1380.62036 Commun. Stat., Theory Methods 46, No. 19, 9651-9661 (2017). MSC: 62D05 62L05 62P10 PDFBibTeX XMLCite \textit{B. Panahbehagh} and \textit{J. Brown}, Commun. Stat., Theory Methods 46, No. 19, 9651--9661 (2017; Zbl 1380.62036) Full Text: DOI Link
Whiteley, Nick; Kantas, Nikolas Calculating principal eigen-functions of non-negative integral kernels: particle approximations and applications. (English) Zbl 06816354 Math. Oper. Res. 42, No. 4, 1007-1034 (2017). MSC: 65K10 49-XX PDFBibTeX XMLCite \textit{N. Whiteley} and \textit{N. Kantas}, Math. Oper. Res. 42, No. 4, 1007--1034 (2017; Zbl 06816354) Full Text: DOI arXiv
Hystad, Grethe; Downs, Robert T.; Hazen, Robert M.; Golden, Joshua J. Relative abundances of mineral species: a statistical measure to characterize Earth-like planets based on Earth’s mineralogy. (English) Zbl 1365.86018 Math. Geosci. 49, No. 2, 179-194 (2017). MSC: 86A20 86A32 PDFBibTeX XMLCite \textit{G. Hystad} et al., Math. Geosci. 49, No. 2, 179--194 (2017; Zbl 1365.86018) Full Text: DOI
Li, Tiejun; Lin, Feng Large deviations for two-scale chemical kinetic processes. (English) Zbl 1358.60048 Commun. Math. Sci. 15, No. 1, 123-163 (2017). MSC: 60F10 60J75 62P10 92C45 PDFBibTeX XMLCite \textit{T. Li} and \textit{F. Lin}, Commun. Math. Sci. 15, No. 1, 123--163 (2017; Zbl 1358.60048) Full Text: DOI arXiv
Yang, Hongxia; Ormandi, Robert; Tsao, Han-Yun; Lu, Quan Rejoinder to “Estimating rates of rare events through a multidimensional dynamic hierarchical Bayesian framework”. (English) Zbl 1418.62548 Appl. Stoch. Models Bus. Ind. 32, No. 3, 357 (2016). MSC: 62P20 62F15 62H12 62G32 PDFBibTeX XMLCite \textit{H. Yang} et al., Appl. Stoch. Models Bus. Ind. 32, No. 3, 357 (2016; Zbl 1418.62548) Full Text: DOI
Lee, Kuang-Chih Discussion of “Estimating rates of rare events through a multidimensional dynamic hierarchical Bayesian framework”. (English) Zbl 1418.62502 Appl. Stoch. Models Bus. Ind. 32, No. 3, 356 (2016). MSC: 62P20 62F15 62H12 62G32 PDFBibTeX XMLCite \textit{K.-C. Lee}, Appl. Stoch. Models Bus. Ind. 32, No. 3, 356 (2016; Zbl 1418.62502) Full Text: DOI
Zhang, Liang Discussion of “Estimating rates of rare events through a multidimensional dynamic hierarchical Bayesian framework”. (English) Zbl 1418.62551 Appl. Stoch. Models Bus. Ind. 32, No. 3, 354-355 (2016). MSC: 62P20 62F15 62H12 62G32 PDFBibTeX XMLCite \textit{L. Zhang}, Appl. Stoch. Models Bus. Ind. 32, No. 3, 354--355 (2016; Zbl 1418.62551) Full Text: DOI
Metan, Gokhan; Thiele, Aurélie Protecting the data-driven newsvendor against rare events: a correction-term approach. (English) Zbl 1397.90218 Comput. Manag. Sci. 13, No. 3, 459-482 (2016). MSC: 90B50 90B05 PDFBibTeX XMLCite \textit{G. Metan} and \textit{A. Thiele}, Comput. Manag. Sci. 13, No. 3, 459--482 (2016; Zbl 1397.90218) Full Text: DOI
Cérou, Frédéric; Guyader, Arnaud Fluctuation analysis of adaptive multilevel splitting. (English) Zbl 1362.65018 Ann. Appl. Probab. 26, No. 6, 3319-3380 (2016). Reviewer: T. C. Mohan (Chennai) MSC: 65C35 65C05 60J85 47D08 82C80 60F05 PDFBibTeX XMLCite \textit{F. Cérou} and \textit{A. Guyader}, Ann. Appl. Probab. 26, No. 6, 3319--3380 (2016; Zbl 1362.65018) Full Text: DOI arXiv Euclid