@inproceedings{bb27efb0e01842349095048dd667cea1,
title = "Uniformly efficient simulation for tail probabilities of Gaussian random fields",
abstract = "In this paper, we consider rare-event simulation of the tail probabilities of Gaussian random fields. In particular, we design importance sampling estimators that are uniformly efficient for a family of Gaussian random fields with different mean and variance functions.",
author = "Gongjun Xu",
year = "2015",
month = jan,
day = "23",
doi = "10.1109/WSC.2014.7019918",
language = "English (US)",
series = "Proceedings - Winter Simulation Conference",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "533--542",
editor = "Andreas Tolk and Levent Yilmaz and Diallo, {Saikou Y.} and Ryzhov, {Ilya O.}",
booktitle = "Proceedings of the 2014 Winter Simulation Conference, WSC 2014",
note = "2014 Winter Simulation Conference, WSC 2014 ; Conference date: 07-12-2014 Through 10-12-2014",
}