Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions

Document Details

Document Type
Pub Defense Publication
Publication Date
Jul 11, 2023
Source ID
10.1137/22m1524758

Entities

People

  • Georg Stadler
  • Shanyin Tong

Organizations

  • Columbia University
  • National Science Foundation Division of Mathematical Sciences
  • New York University
  • Office of Naval Research