Achieving Efficiency in Black-Box Simulation of Distribution Tails with Self-Structuring Importance Samplers
Published Online:19 Jul 2023https://doi.org/10.1287/opre.2021.0331
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Volume 73, Issue 1
January-February 2025
Pages iii-vii, 1-582, C2-C3
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- Received:May 26, 2021
- Accepted:June 12, 2023
- Published Online:July 19, 2023
Copyright © 2023, INFORMS
Cite as
Anand Deo; , Karthyek Murthy (2023) Achieving Efficiency in Black-Box Simulation of Distribution Tails with Self-Structuring Importance Samplers. Operations Research 73(1):325-343.
https://doi.org/10.1287/opre.2021.0331
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The authors thank the anonymous reviewers and the associate editor for the insightful suggestions that have helped improve the paper in various respects.
