Variance Reduction for Generalized Likelihood Ratio Method in Quantile Sensitivity Estimation

Document Details

Document Type
Pub Defense Publication
Publication Date
Dec 12, 2021
Source ID
10.1109/wsc52266.2021.9715488

Entities

People

  • Bruno Tuffin
  • Jiaqiao Hu
  • Michael C. Fu
  • Pierre L'ecuyer
  • Robert H. Smith
  • Vinícius L. de Lima

Organizations

  • Air Force Office of Scientific Research
  • National Natural Science Foundation of China
  • Natural Sciences and Engineering Research Council
  • Stony Brook University
  • Université de Montréal