November 14, 2019 preprint Open access Importance sampling for a robust and efficient multilevel Monte Carlo \n estimator for stochastic reaction networks arXiv (Cornell University) DOI: 10.1007/s11222-020-09965-3 Full text (OA) OpenAlex Authors 0 Author list not loaded yet. Cited by 7 stored of 15 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 Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities 2024 SIAM Journal on Scientific Computing article Economics, Econometrics and Finance Stochastic processes and financial applications 2 citations Automated importance sampling via optimal control for stochastic reaction networks: A Markovian projection–based approach 2024 Journal of Computational and Applied Mathematics article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 2 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 Multi-index ensemble Kalman filtering 2022 Journal of Computational Physics article Computer Science Target Tracking and Data Fusion in Sensor Networks Open access 7 citations Optimal Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks 2021 arXiv (Cornell University) preprint Economics, Econometrics and Finance Stochastic processes and financial applications Open access 0 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 7 results References 0