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Rare event simulations
Sat, 2013-11-30 08:07 - Rajathachal.MK
Hi there,
Doese any one have a working MATLAB code for paticle splitting methods? I have used Monte carlo simulations, Subset simulations etc in the past and am
wanting a more effecient code.
Thanks in advance,
Karthik
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Rare event simulations, Particle splitting methods
Hi there,
Doese any one have a working MATLAB code for paticle splitting methods? I have used Monte carlo simulations, Subset simulations etc in the past and am wanting a more effecient code.
Thanks in advance,
Karthik