The Annals of Applied Probability, Vol. 9, No. 4 (Nov., 1999), pp. 1202-1225 (24 pages) This paper analyzes the performance of importance sampling distributions for computing expectations with respect ...

The Brazilian Journal of Probability and Statistics is an official publication of the Brazilian Statistical Association and is supported by the Institute of Mathematical Statistics (IMS). Starting in ...

The COVID-19 pandemic has infected over 38 million people around the world and is showing no signs of going away any time soon. Researchers worldwide are frantically working on developing an effective ...