‪Thorbjörn Gudmundsson‬ - ‪Google Scholar‬

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Medförfattare

Henrik HultKTH, Department of MathematicsVerifierad e-postadress på kth.se

Thorbjörn Gudmundsson

Thorbjörn Gudmundsson

KTH, Department of Mathematics

Verifierad e-postadress på kth.se

Stochastic simulation importance sampling large deviations


Titel Sortera efter citat Sortera efter år Sortera efter titel	Citeras av Citeras av	År
Markov chain Monte Carlo for computing rare-event probabilities for a heavy-tailed random walk T Gudmundsson, H Hult Journal of Applied Probability 51 (2), 359-376, 2014	20	2014
Rare-event simulation with Markov chain Monte Carlo T Gudmundsson KTH Royal Institute of Technology, 2015	2	2015
Markov chain Monte Carlo for risk measures Y Suzuki, T Gudmundsson 2014 4th International Conference On Simulation And Modeling Methodologies …, 2014	1	2014
Markov chain Monte Carlo for rare-event simulation in heavy-tailed settings T Gudmundsson KTH Royal Institute of Technology, 2013	1	2013
Markov chain Monte Carlo for rare-event simulation for Markov chains T Gudmundsson, H Hult		2014
Markov chain Monte Carlo for rare-event simulation for light-tailed random walk T Gudmundsson, H Hult		2014
Markov chain Monte Carlo for rare-event simulation for stochastic recurrence equations with heavy-tailed innovations T Gudmundsson, H Hult		2014
MCMC Technique for Rare-Event Simulation for Heavy-Tailed SRE T Gudmundsson
MCMC for computing probabilities of rare events T Gudmundsson, H Hult

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