Abstract: The nonidentifiability (NI) issue has been frequently reported in social simulation works, where different parameters of an agent-based simulation model yield indistinguishable simulated ...
Efficient probability estimation and simulation of the truncated multivariate student-t distribution
Abstract: We propose an exponential tilting method for the accurate estimation of the probability that a random vector with multivariate student-t distribution falls in a convex polytope. The method ...
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