Estimating the unknown density from which a given independent sample originates is more
difficult than estimating the mean in the sense that, for the best popular nonparametric …

Estimating the density of a continuous random variable X has been studied extensively in
statistics, in the setting where n independent observations of X are given a priori and one …

We propose a unified rare-event estimator for the performance evaluation of wireless
communication systems. The estimator is derived from the well-known multilevel splitting …

We consider the problem of estimating the density of a random variable X which is the output
of a simulation model. We show how an unbiased density estimator can be constructed via …

Purpose A “spin-diode” is the spintronics equivalent of an electrical diode: applying an
external magnetic field greater than the limit of spin-diode BT flips the spin-diode between …

The Randomized Quasi Monte Carlo method (RQMC) is often used to estimate an integral
over the s-dimensional unit cube (0, 1)^ s. This integral is interpreted as the mathematical …

A new parametric method of estimating the joint probability density: Revisited - ScienceDirect Skip
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We consider the problem of estimating the density of a random variable X which is the output
of a simulation model. We show how an unbiased density estimator can be constructed via …

A typical problem in the field of rare-event estimation is to find the probability P (S> γ) where
S:= X1+···+ Xd for a fixed d∈ N+ and where the γ∈ R is large or increasing. In applications …