Measuring the improbable: optimal Monte Carlo methods for rare event simulation of maxima of dependent random variables
Measuring the improbable: optimal Monte Carlo methods for rare event simulation of maxima of dependent random variables
测量不可能的事情：用于依赖随机变量最大值的罕见事件模拟的最优蒙特卡罗方法
批准号：
DE130100819
负责人：
Dr Leonardo Rojas-Nandayapa
金额：
$20.73万
依托单位国家：
澳大利亚
项目类别：
Discovery Early Career Researcher Award
财政年份：
2013
资助国家：
澳大利亚
项目状态：
已结题
起止时间：
2013-02-22 至 2016-02-23
中文摘要
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英文摘要
Some events occurring with low frequency can have dramatic consequences: natural catastrophes, economic crises, system malfunctions. Estimating their probabilities is a very difficult problem. This project will develop new simulation methods capable of delivering the most precise and efficient estimators for the probabilities of such events.
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