International Conference on Monte Carlo techniques
Closing conference of thematic cycle

Paris July 5-8th 2016 
Campus les cordeliers
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Some applications of importance sampling to dependability analysis
Bruno Tuffin  1@  
1 : Inria  -  Website
INRIA

We review during this presentation the general principles of Importance Sampling (IS) variance reduction technique and describe how it can be applied to various dependability models. A particular focus will be on our existing works on zero-variance importance sampling approximation techniques applied to this context and its combination with other known variance reduction techniques.



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