January 01, 2014 article Applications of the Cross-Entropy Method to Importance Sampling and Optimal Control of Diffusions SIAM Journal on Scientific Computing DOI: 10.1137/14096493x OpenAlex Authors 0 Author list not loaded yet. Cited by 4 stored of 56 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Multilevel importance sampling for rare events associated with the McKean–Vlasov equation 2024 Statistics and Computing article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 1 citations Double-loop importance sampling for McKean–Vlasov stochastic differential equation 2024 Statistics and Computing article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 9 citations Learning-based importance sampling via stochastic optimal control for stochastic reaction networks 2023 Statistics and Computing article Mathematics Markov Chains and Monte Carlo Methods Open access 4 citations Learning-Based Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks 2021 arXiv (Cornell University) preprint Mathematics Markov Chains and Monte Carlo Methods Open access 0 citations 4 results References 0