Importance Sampling for the Empirical Measure of Weakly Interacting Diffusions
ZW Bezemek, M Heldman - Applied Mathematics & Optimization, 2024 - Springer
We construct an importance sampling method for computing statistics related to rare events
for weakly interacting diffusions. Standard Monte Carlo methods behave exponentially …
for weakly interacting diffusions. Standard Monte Carlo methods behave exponentially …
Interacting particle systems in multiscale environments: asymptotic analysis
Z Bezemek - 2023 - search.proquest.com
BOSTON UNIVERSITY GRADUATE SCHOOL OF ARTS AND SCIENCES Dissertation
INTERACTING PARTICLE SYSTEMS IN MULTISCALE ENVIRONMENTS: ASY Page 1 …
INTERACTING PARTICLE SYSTEMS IN MULTISCALE ENVIRONMENTS: ASY Page 1 …