An Importance Sampling Approach to the Estimation of Algorithm Performance in Automated Algorithm Design

2017 ◽  
pp. 3-17 ◽  
Author(s):  
Steven Adriaensen ◽  
Filip Moons ◽  
Ann Nowé
Keyword(s):  
Importance Sampling ◽  
Algorithm Design ◽  
Algorithm Performance ◽  
Automated Algorithm ◽  
Sampling Approach

Chance-constrained problems and rare events: an importance sampling approach

2015 ◽  
Vol 157 (1) ◽  
pp. 153-189 ◽  
Author(s):  
Javiera Barrera ◽  
Tito Homem-de-Mello ◽  
Eduardo Moreno ◽  
Bernardo K. Pagnoncelli ◽  
Gianpiero Canessa
Keyword(s):  
Importance Sampling ◽  
Rare Events ◽  
Constrained Problems ◽  
Sampling Approach

scholarly journals An efficient importance sampling approach for reliability analysis of time-variant structures subject to time-dependent stochastic load

2021 ◽  
Vol 159 ◽  
pp. 107699
Author(s):  
Xiukai Yuan ◽  
Shaolong Liu ◽  
Matthias Faes ◽  
Marcos.A. Valdebenito ◽  
Michael Beer
Keyword(s):  
Reliability Analysis ◽  
Importance Sampling ◽  
Time Dependent ◽  
Stochastic Load ◽  
Sampling Approach

On an automatic and optimal importance sampling approach with applications in finance

2016 ◽  
Vol 16 (8) ◽  
pp. 1259-1271 ◽  
Author(s):  
Huei-Wen Teng ◽  
Cheng-Der Fuh ◽  
Chun-Chieh Chen
Keyword(s):  
Importance Sampling ◽  
Sampling Approach

Importance sampling approach for the nonstationary approximation error method

2010 ◽  
Vol 26 (12) ◽  
pp. 125003 ◽  
Author(s):  
J M J Huttunen ◽  
A Lehikoinen ◽  
J Hämäläinen ◽  
J P Kaipio
Keyword(s):  
Importance Sampling ◽  
Approximation Error ◽  
Error Method ◽  
Sampling Approach
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