I have just spent so much time writing about this that I had better pause for a while and leave this as a placeholder.
Aalen, Odd O., Ørnulf Borgan, and S. Gjessing. 2008. Survival and Event History Analysis: A Process Point of View. Statistics for Biology and Health. New York, NY: Springer.
Alouini, M.-S., N. Ben Rached, A. Kammoun, and R. Tempone. 2018. “On the Efficient Simulation of the Left-Tail of the Sum of Correlated Log-Normal Variates.” Monte Carlo Methods and Applications, March.
Andersen, Per Kragh, Ornulf Borgan, Richard D. Gill, and Niels Keiding. 1997. Statistical models based on counting processes. Corr. 2. print. Springer series in statistics. New York, NY: Springer.
Applebaum, David. 2004. “Lévy Processes — from Probability to Finance and Quantum Groups.” Notices of the AMS 51 (11): 1336–47.
———. 2009. Lévy Processes and Stochastic Calculus. 2nd ed. Cambridge Studies in Advanced Mathematics 116. Cambridge ; New York: Cambridge University Press.
Asmussen, Søren, Klemens Binswanger, and Bjarne Højgaard. 2000. “Rare Events Simulation for Heavy-Tailed Distributions.” Bernoulli 6 (2): 303–22.
Asmussen, Søren, Jose H. Blanchet, Sandeep Juneja, and Leonardo Rojas-Nandayapa. 2011. “Efficient Simulation of Tail Probabilities of Sums of Correlated Lognormals.” Annals OR 189 (1): 5–23.
Asmussen, Søren, and Peter W. Glynn. 2007. Stochastic Simulation: Algorithms and Analysis. 2007 edition. New York: Springer.
Asmussen, Soren, Jens Ledet Jensen, and Leonardo Rojas-Nandayapa. 2016. “Exponential Family Techniques for the Lognormal Left Tail.” Scandinavian Journal of Statistics 43 (3): 774–87.
Asmussen, Søren, and Dirk P. Kroese. 2006. “Improved Algorithms for Rare Event Simulation with Heavy Tails.” Advances in Applied Probability 38 (2): 545–58.
Au, Siu-Kui, and James L. Beck. 2001. “Estimation of Small Failure Probabilities in High Dimensions by Subset Simulation.” Probabilistic Engineering Mechanics 16 (4): 263–77.
Avramidis, Athanassios N., Pierre L’Ecuyer, and Pierre-Alexandre Tremblay. 2003. “New Simulation Methodology for Finance: Efficient Simulation of Gamma and Variance-Gamma Processes.” In Proceedings of the 35th Conference on Winter Simulation: Driving Innovation, 319–26. WSC ’03. New Orleans, Louisiana: Winter Simulation Conference.
Balesdent, Mathieu, Jérôme Morio, and Julien Marzat. 2015. “Recommendations for the Tuning of Rare Event Probability Estimators.” Reliability Engineering & System Safety 133 (January): 68–78.
Barkhuijsen, H., R. de Beer, W. M. J. Bovée, and D. van Ormondt. 1985. “Retrieval of Frequencies, Amplitudes, Damping Factors, and Phases from Time-Domain Signals Using a Linear Least-Squares Procedure.” Journal of Magnetic Resonance (1969) 61 (3): 465–81.
Beaulieu, N. C., and Q. Xie. 2004. “An Optimal Lognormal Approximation to Lognormal Sum Distributions.” IEEE Transactions on Vehicular Technology 53 (2): 479–89.
Ben Issaid, C., N. Ben Rached, A. Kammoun, M.-S. Alouini, and R. Tempone. 2017. “On the Efficient Simulation of the Distribution of the Sum of Gamma-Gamma Variates With Application to the Outage Probability Evaluation Over Fading Channels.” IEEE Transactions on Communications 65 (4): 1839–48.
Ben Rached, Nadhir, Zdravko Botev, Abla Kammoun, Mohamed-Slim Alouini, and Raul Tempone. 2018a. “Importance Sampling Estimator of Outage Probability Under Generalized Selection Combining Model.” In Proc of the IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 5.
———. 2018b. “On the Sum of Order Statistics and Applications to Wireless Communication Systems Performances.” IEEE Transactions on Wireless Communications 17 (11): 7801–13.
Ben Rached, Nadhir, Daniel MacKinlay, Zdravko Botev, Raul Tempone, and Mohamed-Slim Alouini. 2020. “A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems.” IEEE Transactions on Wireless Communications.
Ben Rached, N., A. Kammoun, M.-S. Alouini, and R. Tempone. 2016. “Unified Importance Sampling Schemes for Efficient Simulation of Outage Capacity over Generalized Fading Channels.” IEEE Journal of Selected Topics in Signal Processing 10 (2): 376–88.
———. 2017a. “On the Efficient Simulation of Outage Probability in a Log-Normal Fading Environment.” IEEE Transactions on Communications 65 (6): 2583–93.
———. 2018. “Accurate Outage Probability Evaluation of Equal Gain Combining Receivers.” In Proc of the IEEE Global Communications Conference (GLOBECOM).
Ben Rached, N., A. Kammoun, M. Alouini, and R. Tempone. 2017b. “A Unified Moment-Based Approach for the Evaluation of the Outage Probability With Noise and Interference.” IEEE Transactions on Wireless Communications 16 (2): 1012–23.
Beskos, Alexandros, Omiros Papaspiliopoulos, and Gareth O. Roberts. 2006. “Retrospective Exact Simulation of Diffusion Sample Paths with Applications.” Bernoulli 12 (6): 1077–98.
Bithas, P.S., and A.A. Rontogiannis. 2015. “Mobile Communication Systems in the Presence of Fading/Shadowing, Noise and Interference.” IEEE Transactions on Communications 63 (3): 724–37.
Blanchet, Jose, and Henry Lam. 2012. “State-Dependent Importance Sampling for Rare-Event Simulation: An Overview and Recent Advances.” Surveys in Operations Research and Management Science 17 (1): 38–59.
Bock, M. E., P. Diaconis, F. W. Huffer, and M. D. Perlman. 1987. “Inequalities for Linear Combinations of Gamma Random Variables.” The Canadian Journal of Statistics / La Revue Canadienne de Statistique 15 (4): 387–95.
Booth, Thomas E., and John S. Hendricks. 1984. “Importance Estimation in Forward Monte Carlo Calculations.” Nuclear Technology - Fusion 5 (1): 90–100.
Botev, Z. n.d. “Sampling via Regenerative Chain Monte Carlo,” 21.
Botev, Zdravko I., and Dirk P. Kroese. 2008. “An Efficient Algorithm for Rare-Event Probability Estimation, Combinatorial Optimization, and Counting.” Methodology and Computing in Applied Probability 10 (4): 471–505.
———. 2012. “Efficient Monte Carlo Simulation via the Generalized Splitting Method.” Statistics and Computing 22 (1): 1–16.
Botev, Zdravko I., and Pierre L’Ecuyer. 2020. “Sampling Conditionally on a Rare Event via Generalized Splitting.” INFORMS Journal on Computing, April.
Botev, Zdravko I., Pierre L’Ecuyer, Gerardo Rubino, Richard Simard, and Bruno Tuffin. 2012. “Static Network Reliability Estimation via Generalized Splitting.” INFORMS Journal on Computing 25 (1): 56–71.
Botev, Zdravko I., Pierre L’Ecuyer, and Bruno Tuffin. 2012. “Dependent Failures in Highly Reliable Static Networks.” In Proceedings of the 2012 Winter Simulation Conference (WSC), 1–12. Berlin, Germany: IEEE.
———. 2013. “Markov Chain Importance Sampling with Applications to Rare Event Probability Estimation.” Statistics and Computing 23 (2): 271–85.
Botev, Zdravko I, Pierre L’Ecuyer, and Bruno Tufﬁn. 2018. “Reliability Estimation for Networks with Minimal Flow Demand and Random Link Capacities,” 18.
Botev, Zdravko, and Pierre L’Ecuyer. 2017. “Simulation from the Normal Distribution Truncated to an Interval in the Tail.” In Proceedings of the 10th EAI International Conference on Performance Evaluation Methodologies and Tools, 23–29. VALUETOOLS’16. ICST, Brussels, Belgium, Belgium: ICST (Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering).
———. 2019. “Simulation from the Tail of the Univariate and Multivariate Normal Distribution.” In Systems Modeling: Methodologies and Tools, edited by Antonio Puliafito and Kishor S. Trivedi, 115–32. EAI/Springer Innovations in Communication and Computing. Cham: Springer International Publishing.
Bréhier, Charles-Edouard, Ludovic Goudenège, and Loïc Tudela. 2016. “Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting.” In Monte Carlo and Quasi-Monte Carlo Methods, edited by Ronald Cools and Dirk Nuyens, 163:245–60. Springer Proceedings in Mathematics & Statistics. Cham: Springer International Publishing.
Bréhier, Charles-Edouard, Tony Lelièvre, and Mathias Rousset. 2015. “Analysis of Adaptive Multilevel Splitting Algorithms in an Idealized Case.” ESAIM: Probability and Statistics 19: 361–94.
Brereton, Tim J., Dirk P. Kroese, and Joshua C. Chan. 2013. “Monte Carlo Methods for Portfolio Credit Risk.” In Credit Securitizations and Derivatives, edited by Daniel Rösch and Harald Scheule, 127–52. Chichester, UK: John Wiley & Sons Ltd.
Casella, Bruno, and Gareth O. Roberts. 2011. “Exact Simulation of Jump-Diffusion Processes with Monte Carlo Applications.” Methodology and Computing in Applied Probability 13 (3): 449–73.
Cemgil, Ali Taylan. 2009. “Bayesian Inference for Nonnegative Matrix Factorisation Models.” Computational Intelligence and Neuroscience.
Cérou, Frédéric, Pierre Del Moral, François Le Gland, and Pascal Lezaud. 2006. “Genetic Genealogical Models in Rare Event Analysis.” ALEA, Latin American Journal of Probability and Mathematical Statistics.
Cérou, Frédéric, and Arnaud Guyader. 2007. “Adaptive Multilevel Splitting for Rare Event Analysis.” Stochastic Analysis and Applications 25 (2): 417–43.
———. 2016. “Fluctuation Analysis of Adaptive Multilevel Splitting.” The Annals of Applied Probability 26 (6): 3319–80.
Cérou, Frédéric, F. Le Gland, François, P. Del Moral, and P. Lezaud. 2005. “Limit Theorems for the Multilevel Splitting Algorithm in the Simulation of Rare Events.” In Proceedings of the Winter Simulation Conference, 2005.
Chan, Hock Peng, and Tze Leung Lai. 2013. “A General Theory of Particle Filters in Hidden Markov Models and Some Applications.” The Annals of Statistics 41 (6): 2877–2904.
Charles-Edouard, Bréhier, Gazeau Maxime, Goudenège Ludovic, Lelièvre Tony, and Rousset Mathias. 2015. “Unbiasedness of Some Generalized Adaptive Multilevel Splitting Algorithms.” arXiv:1505.02674 [Math, Stat], May.
Chatzidiamantis, N. D., and G. K. Karagiannidis. 2011. “On the Distribution of the Sum of Gamma-Gamma Variates and Applications in RF and Optical Wireless Communications.” IEEE Transactions on Communications 59 (5): 1298–308.
Cox, D. R, and D. O Oakes. 2018. Analysis of Survival Data.
Cutler, S. J., and F. Ederer. 1958. “Maximum utilization of the life table method in analyzing survival.” Journal of Chronic Diseases 8 (6): 699–712.
Damien, Paul, Jon Wakefield, and Stephen Walker. 1999. “Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables.” Journal of the Royal Statistical Society. Series B (Statistical Methodology) 61 (2): 331–44.
Dean, Thomas, and Paul Dupuis. 2009. “Splitting for Rare Event Simulation: A Large Deviation Approach to Design and Analysis.” Stochastic Processes and Their Applications 119 (2): 562–87.
Del Moral, Pierre. 2004. Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications. 2004 edition. Latheronwheel, Caithness: Springer.
Del Moral, Pierre, and Pascal Lezaud. 2006. “Branching and Interacting Particle Interpretations of Rare Event Probabilities.” In Stochastic Hybrid Systems, pp 277–323. Lecture Notes in Control and Information Science, Volume 337. Berlin, Heidelberg: Springer.
Doucet, Arnaud, Nando Freitas, and Neil Gordon. 2001. Sequential Monte Carlo Methods in Practice. New York, NY: Springer New York.
Duan, Qibin, and Dirk P. Kroese. 2016. “Splitting for Optimization.” Computers & Operations Research 73 (C): 119–31.
Embrechts, Paul, Filip Lindskog, and Alexander J McNeil. 2003. “Modelling Dependence with Copulas and Applications to Risk Management.” Handbook of Heavy Tailed Distributions in Finance 8 (329-384): 1.
Ermolova, N. Y., and O. Tirkkonen. 2014. “Outage Probability Analysis in Generalized Fading Channels with Co-Channel Interference and Background Noise: Η-μ/η-μ, η-μ/κ-μ, and κ-μ Scenarios.” IEEE Transactions on Wireless Communications 13 (1): 291–97.
Frühwirth-Schnatter, Sylvia, and Rudolf Frühwirth. 2010. “Data Augmentation and MCMC for Binary and Multinomial Logit Models.” In Statistical Modelling and Regression Structures, 111–32. Physica-Verlag HD.
Garvels, M. J. J. 2000. “The Splitting Method in Rare Event Simulation.”
Garvels, M. J. J., and D. P. Kroese. 1998. “A Comparison of RESTART Implementations.” In Proceedings of the 1998 Winter Simulation Conference, 1:601–608 vol.1. Washington, DC, USA: IEEE.
Garvels, Marnix J. J., Jan-Kees C. W. Van Ommeren, and Dirk P. Kroese. 2002. “On the Importance Function in Splitting Simulation.” European Transactions on Telecommunications 13 (4): 363–71.
Gilks, Walter R., and Carlo Berzuini. 2001. “Following a Moving Target—Monte Carlo Inference for Dynamic Bayesian Models.” Journal of the Royal Statistical Society: Series B (Statistical Methodology) 63 (1): 127–46.
Glasserman, Paul, Philip Heidelberger, Perwez Shahabuddin, and Tim Zajic. 1998. “A Look At Multilevel Splitting.” In Monte Carlo and Quasi-Monte Carlo Methods 1996, edited by Harald Niederreiter, Peter Hellekalek, Gerhard Larcher, and Peter Zinterhof, 98–108. Lecture Notes in Statistics. New York, NY: Springer.
———. 1999. “Multilevel Splitting for Estimating Rare Event Probabilities.” Operations Research 47 (4): 585–600.
Glasserman, Paul, and Kyoung-Kuk Kim. 2008. “Beta Approximations for Bridge Sampling.” In, 569–77. IEEE.
Glasserman, P., P. Heidelberger, P. Shahabuddin, and T. Zajic. 1998. “A Large Deviations Perspective on the Efficiency of Multilevel Splitting.” IEEE Transactions on Automatic Control 43 (12): 1666–79.
Glynn, Peter W., and Ward Whitt. 1992. “The Asymptotic Efficiency of Simulation Estimators.” Operations Research 40 (3): 505–20.
Gulisashvili, Archil, and Peter Tankov. 2016. “Tail Behavior of Sums and Differences of Log-Normal Random Variables.” Bernoulli 22 (1): 444–93.
Guyader, Arnaud, Nicolas Hengartner, and Eric Matzner-Løber. 2011. “Simulation and Estimation of Extreme Quantiles and Extreme Probabilities.” Applied Mathematics & Optimization 64 (2): 171–96.
Hofert, Marius. 2008. “Sampling Archimedean Copulas.” Computational Statistics & Data Analysis 52 (12): 5163–74.
Holmes, Chris C., and Leonhard Held. 2006. “Bayesian Auxiliary Variable Models for Binary and Multinomial Regression.” Bayesian Analysis 1 (1): 145–68.
Hosmer, David W., and Stanley Lemeshow. 1999. Applied Survival Analysis: Regression Modeling of Time to Event Data. Wiley Series in Probability and Statistics. New York: Wiley.
Hu, J., and N. C. Beaulieu. 2005. “Accurate Closed-Form Approximations to Ricean Sum Distributions and Densities.” IEEE Communications Letters 9 (2): 133–35.
Hug, Laura A., Brett J. Baker, Karthik Anantharaman, Christopher T. Brown, Alexander J. Probst, Cindy J. Castelle, Cristina N. Butterfield, et al. 2016. “A new view of the tree of life.” Nature Microbiology 1 (April): 16048.
Jacquemart, Damien, and Jérôme Morio. 2016. “Tuning of Adaptive Interacting Particle System for Rare Event Probability Estimation.” Simulation Modelling Practice and Theory 66 (August): 36–49.
Kahn, Herman, and Theodore E. Harris. 1951. “Estimation of Particle Transmission by Random Sampling.” National Bureau of Standards Applied Mathematics Series 12: 27–30.
Kleinbaum, David G. 2010. Survival Analysis: A Self-Learning Text. Statistics for Biology and Health 1.0. Springer.
Kooperberg, Charles, and Charles J. Stone. 1991. “A Study of Logspline Density Estimation.” Computational Statistics & Data Analysis 12 (3): 327–47.
———. 1992. “Logspline Density Estimation for Censored Data.” Journal of Computational and Graphical Statistics 1 (4): 301–28.
Kroese, Dirk P., Thomas Taimre, and Zdravko I. Botev. 2011. Handbook of Monte Carlo Methods. Wiley Series in Probability and Statistics 706. Hoboken, N.J: Wiley.
Kundu, Debasis, and Rameshwar D. Gupta. 2007. “A Convenient Way of Generating Gamma Random Variables Using Generalized Exponential Distribution.” Computational Statistics & Data Analysis 51 (6): 2796–2802.
Kyprianou, Andreas E. 2014. Fluctuations of Lévy Processes with Applications: Introductory Lectures. Second edition. Universitext. Heidelberg: Springer.
L’Ecuyer, Pierre, Jose H. Blanchet, Bruno Tuffin, and Peter W. Glynn. 2010. “Asymptotic Robustness of Estimators in Rare-Event Simulation.” ACM Transactions on Modeling and Computer Simulation 20 (1): 6:1–41.
L’Ecuyer, Pierre, Zdravko I. Botev, and Dirk P. Kroese. 2018. “On a Generalized Splitting Method for Sampling from a Conditional Distribution.” In 2018 Winter Simulation Conference (WSC), 1694–1705. Gothenburg, Sweden: IEEE.
L’Ecuyer, Pierre, Valérie Demers, and Bruno Tuffin. 2006. “Splitting for Rare-Event Simulation.” In 38th Conference on Winter Simulation, 137–48. WSC ’06. Monterey, California: Winter Simulation Conference.
———. 2007. “Rare Events, Splitting, and Quasi-Monte Carlo.” ACM Transactions on Modeling and Computer Simulation (TOMACS), April.
L’Ecuyer, Pierre, François Le Gland, Pascal Lezaud, and Bruno Tuffin. 2009. “Splitting Techniques.” In Rare Event Simulation Using Monte Carlo Methods, Chapter 3. John Wiley & Sons, Ltd.
Lagnoux, Agnes. 2006. “Rare Event Simulation.” Probability in the Engineering and Informational Sciences 20 (1): 45–66.
Lam, Kevin, and Zdravko Botev. 2015. “The Dynamic Splitting Method with an Application to Portfolio Credit Risk.” arXiv:1511.00326 [Stat], November.
Le Gland, François, and Nadia Oudjane. 2005. “A Sequential Particle Algorithm That Keeps the Particle System Alive.” In 2005 13th European Signal Processing Conference, 1–4.
———. 2006. “A Sequential Particle Algorithm That Keeps the Particle System Alive.” In Stochastic Hybrid Systems, edited by Henk A. P. Blom and John Lygeros, 337:351–89. Berlin/Heidelberg: Springer-Verlag.
Liu, Chuanhai, Ryan Martin, and Nick Syring. 2013. “Simulating from a Gamma Distribution with Small Shape Parameter.” arXiv:1302.1884 [Math, Stat], February.
Mai, Jan-Frederik, and Matthias Scherer. 2011. “Reparameterizing Marshall–Olkin Copulas with Applications to Sampling.” Journal of Statistical Computation and Simulation 81 (1): 59–78.
Marsaglia, George, and Wai Wan Tsang. 2000. “A Simple Method for Generating Gamma Variables.” ACM Trans. Math. Softw. 26 (3): 363–72.
Masood, M. Arjumand, and Finale Doshi-Velez. 2016. “Rapid Posterior Exploration in Bayesian Non-Negative Matrix Factorization.” arXiv:1610.08928 [Stat], October.
Meerschaert, Mark M., and Hans-Peter Scheffler. 2008. “Triangular Array Limits for Continuous Time Random Walks.” Stochastic Processes and Their Applications 118 (9): 1606–33.
Mehta, N. B., J. Wu, A. F. Molisch, and J. Zhang. 2007. “Approximating a Sum of Random Variables with a Lognormal.” IEEE Transactions on Wireless Communications 6 (7): 2690–99.
Morio, Jérôme, Rudy Pastel, and François Le Gland. 2010. “An Overview of Importance Splitting for Rare Event Simulation.” European Journal of Physics 31 (5): 1295–1303.
Murphy, Kevin P. 2012. Machine learning: a probabilistic perspective. 1 edition. Adaptive computation and machine learning series. Cambridge, MA: MIT Press.
Nagaraja, H. N. 2006. “Order Statistics from Independent Exponential Random Variables and the Sum of the Top Order Statistics.” In Advances in Distribution Theory, Order Statistics, and Inference, edited by N. Balakrishnan, José María Sarabia, and Enrique Castillo, 173–85. Boston, MA: Birkhäuser Boston.
Nam, S. S., M.-S. Alouini, and H. Yang. 2010. “An MGF-Based Unified Framework to Determine the Joint Statistics of Partial Sums of Ordered Random Variables.” IEEE Transactions on Information Theory 56 (11): 5655–72.
Nam, S. S., Y. Ko, and M.-S. Alouini. 2017. “New Closed-Form Results on Ordered Statistics of Partial Sums of Gamma Random Variables and Its Application to Performance Evaluation in the Presence of Nakagami Fading.” IEEE Access 5: 12820–32.
Peppas, K. P., G. C. Alexandropoulos, C. K. Datsikas, and F. I. Lazarakis. 2011. “Multivariate Gamma-Gamma Distribution with Exponential Correlation and Its Applications in Radio Frequency and Optical Wireless Communications.” Antennas Propagation IET Microwaves 5 (3): 364–71.
Renzo, M. D., F. Graziosi, and F. Santucci. 2009. “Further Results on the Approximation of Log-Normal Power Sum via Pearson Type IV Distribution: A General Formula for Log-Moments Computation.” IEEE Transactions on Communications 57 (4): 893–98.
Royen, Thomas. 2015. “Some Probability Inequalities for Multivariate Gamma and Normal Distributions.” arXiv:1507.00528 [Math], July.
Rubino, Gerardo, and Bruno Tuffin, eds. 2009. Rare Event Simulation Using Monte Carlo Methods. 1st ed. Chichester, U.K: John Wiley & Sons, Ltd.
Rubinstein, Reuven Y., and Dirk P. Kroese. 2016. Simulation and the Monte Carlo Method. 3 edition. Wiley series in probability and statistics. Hoboken, New Jersey: Wiley.
Sachs, Rainer von. 2020. “Nonparametric Spectral Analysis of Multivariate Time Series.” Annual Review of Statistics and Its Application 7 (1): 361–86.
Salakhutdinov, Ruslan, and Andriy Mnih. 2008. “Bayesian Probabilistic Matrix Factorization Using Markov Chain Monte Carlo.” In Proceedings of the 25th International Conference on Machine Learning, 880–87. ICML ’08. New York, NY, USA: ACM.
Schmidt, Mark. 2006. “Cs535d Project: Bayesian Logistic Regression Through Auxiliary Variables.”
Shahabuddin, Perwez. 1994. “Importance Sampling for the Simulation of Highly Reliable Markovian Systems.” Management Science 40 (3): 333–52.
Simon, Marvin Kenneth, and Mohamed-Slim Alouini. 2005. Digital Communication over Fading Channels. 2nd ed. Wiley Series in Telecommunications and Signal Processing. Hoboken, N.J: Wiley-Interscience.
Tan, Yue, Yingdong Lu, and Cathy Xia. 2018. “Relative Error of Scaled Poisson Approximation via Stein’s Method.” arXiv:1810.04300 [Math], October.
Vehtari, Aki, Daniel Simpson, Andrew Gelman, Yuling Yao, and Jonah Gabry. 2019. “Pareto Smoothed Importance Sampling.” arXiv:1507.02646 [Stat], July.
Veillette, Mark, and Murad S. Taqqu. 2010a. “Using Differential Equations to Obtain Joint Moments of First-Passage Times of Increasing Lévy Processes.” Statistics & Probability Letters 80 (7): 697–705.
———. 2010b. “Numerical Computation of First-Passage Times of Increasing Lévy Processes.” Methodology and Computing in Applied Probability 12 (4): 695–729.
Villén-Altamirano, Manuel, and José Villén-Altamirano. 2006. “On the Efficiency of RESTART for Multidimensional State Systems.” ACM Trans. Model. Comput. Simul. 16 (3): 251–79.
———. 2011. “The Rare Event Simulation Method RESTART: Efficiency Analysis and Guidelines for Its Application.” In Network Performance Engineering: A Handbook on Convergent Multi-Service Networks and Next Generation Internet, edited by Demetres D. Kouvatsos, 509–47. Lecture Notes in Computer Science. Berlin, Heidelberg: Springer Berlin Heidelberg.
Villén-Altamirano, M., A. Martínez-Marrón, J. Gamo, and F. Fernández-Cuesta. 1994. “Enhancement of the Accelerated Simulation Method RESTART by Considering Multiple Thresholds.” In Teletraffic Science and Engineering, edited by JACQUES Labetoulle and JAMES W. Roberts, 1:797–810. The Fundamental Role of Teletraffic in the Evolution of Telecommunications Networks. Elsevier.
Walter, Clément. 2017. “Point Process-Based Monte Carlo Estimation.” Statistics and Computing 27 (1): 219–36.
Zhang, Jiayi, Michail Matthaiou, George K. Karagiannidis, and Linglong Dai. 2016. “On the Multivariate Gamma–Gamma Distribution With Arbitrary Correlation and Applications in Wireless Communications.” IEEE Transactions on Vehicular Technology 65 (5): 3834–40.
Zhaxybayeva, Olga, and J. Peter Gogarten. 2004. “Cladogenesis, coalescence and the evolution of the three domains of life.” Trends in genetics: TIG 20 (4): 182–87.