Chraibi, Hassane; Dutfoy, Anne; Galtier, Thomas; Garnier, Josselin Optimal potential functions for the interacting particle system method. (English) Zbl 1469.65012 Monte Carlo Methods Appl. 27, No. 2, 137-152 (2021). MSC: 65C05 65C35 60K35 65C40 60J22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chraibi, H.; Dutfoy, A.; Galtier, T.; Garnier, J. On the optimal importance process for piecewise deterministic Markov process. (English) Zbl 1506.60102 ESAIM, Probab. Stat. 23, 893-921 (2019). MSC: 60K10 90B25 62N05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Chraibi, Hassane; Dutfoy, Anne; Galtier, Thomas; Garnier, Josselin Application of the interacting particle system method to piecewise deterministic Markov processes used in reliability. (English) Zbl 1418.90091 Chaos 29, No. 6, 063119, 17 p. (2019). MSC: 90B25 65C35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv