{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,30]],"date-time":"2024-10-30T16:39:05Z","timestamp":1730306345486,"version":"3.28.0"},"reference-count":49,"publisher":"IEEE","license":[{"start":{"date-parts":[[2023,12,10]],"date-time":"2023-12-10T00:00:00Z","timestamp":1702166400000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-029"},{"start":{"date-parts":[[2023,12,10]],"date-time":"2023-12-10T00:00:00Z","timestamp":1702166400000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-037"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2023,12,10]]},"DOI":"10.1109\/wsc60868.2023.10408303","type":"proceedings-article","created":{"date-parts":[[2024,1,31]],"date-time":"2024-01-31T13:30:14Z","timestamp":1706707814000},"page":"363-374","source":"Crossref","is-referenced-by-count":0,"title":["Conditional Importance Sampling For Convex Rare-Event Sets"],"prefix":"10.1109","author":[{"given":"Dohyun","family":"Ahn","sequence":"first","affiliation":[{"name":"The Chinese University of Hong,Department of Systems Engineering and Engineering Management,Hong Kong"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Lewen","family":"Zheng","sequence":"additional","affiliation":[{"name":"The Chinese University of Hong,Department of Systems Engineering and Engineering Management,Hong Kong"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1109\/TVT.2011.2179072"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1145\/3167969"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.2139\/ssrn.4447428"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1145\/2820783.2820836"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1142\/ASSSAP"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1007\/978-0-387-69033-9"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1109\/WSC57314.2022.10015239"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1145\/3519385"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1287\/opre.1080.0513"},{"issue":"2","key":"ref10","first-page":"453","article-title":"On the Calculation of the Solvency Capital Requirement Based on Nested Simulations","volume":"42","author":"Bauer","year":"2012","journal-title":"ASTIN Bulletin: The Journal of the IAA"},{"volume-title":"Nonlinear Programming","year":"1999","author":"Bertsekas","key":"ref11"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1287\/moor.2014.0654"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1287\/moor.2018.0936"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1109\/WSC.2017.8247926"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1111\/rssb.12162"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-4078-3"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1109\/TIT.2004.839490"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1214\/105051607000000122"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1080\/10451120410001733845"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1007\/s10957-005-7498-5"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1287\/opre.17.4.583"},{"key":"ref22","first-page":"575","article-title":"Gradient Estimation","volume-title":"Handbooks in Operations Research and Management Science, Volume 13, Simulation","author":"Fu","year":"2006"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1287\/opre.2018.1765"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00065"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.46.10.1349.12274"},{"key":"ref26","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.1050.0415"},{"key":"ref27","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2013.822989"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.35.11.1367"},{"key":"ref29","doi-asserted-by":"publisher","DOI":"10.1109\/WSC.2018.8632450"},{"key":"ref30","doi-asserted-by":"publisher","DOI":"10.1109\/WSC.1999.823102"},{"key":"ref31","doi-asserted-by":"publisher","DOI":"10.1287\/opre.2023.2484"},{"key":"ref32","doi-asserted-by":"publisher","DOI":"10.1145\/203091.203094"},{"key":"ref33","doi-asserted-by":"publisher","DOI":"10.1109\/WSC.2018.8632355"},{"key":"ref34","doi-asserted-by":"publisher","DOI":"10.1287\/opre.2015.1462"},{"key":"ref35","first-page":"291","article-title":"Rare-Event Simulation Techniques: An Introduction and Recent Advances","volume-title":"Handbooks in Operations Research and Management Science, Volume 13, Simulation","author":"Juneja","year":"2006"},{"key":"ref36","doi-asserted-by":"publisher","DOI":"10.1016\/0378-4266(90)90039-5"},{"key":"ref37","doi-asserted-by":"publisher","DOI":"10.1002\/net.3230160303"},{"key":"ref38","doi-asserted-by":"publisher","DOI":"10.1504\/IJMNDI.2012.054449"},{"key":"ref39","doi-asserted-by":"publisher","DOI":"10.1287\/ijoc.2017.0766"},{"key":"ref40","first-page":"9849","article-title":"Scalable End-to-End Autonomous Vehicle Testing via Rare-Event Simulation","volume-title":"Proceedings of the 32nd International Conference on Neural Information Processing Systems","author":"O\u2019Kelly"},{"key":"ref41","doi-asserted-by":"publisher","DOI":"10.1214\/18-EJS1527"},{"key":"ref42","doi-asserted-by":"crossref","DOI":"10.1515\/9781400873173","volume-title":"Convex Analysis","author":"Rockafellar","year":"1970"},{"key":"ref43","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-02431-3"},{"key":"ref44","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4757-4321-0","volume-title":"The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation, and Machine Learning","author":"Rubinstein","year":"2004"},{"key":"ref45","doi-asserted-by":"publisher","DOI":"10.1002\/SERIES1345"},{"key":"ref46","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-4296-1"},{"key":"ref47","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176343541"},{"key":"ref48","doi-asserted-by":"publisher","DOI":"10.1016\/0377-0427(94)90388-3"},{"key":"ref49","doi-asserted-by":"publisher","DOI":"10.1109\/TITS.2017.2709798"}],"event":{"name":"2023 Winter Simulation Conference (WSC)","start":{"date-parts":[[2023,12,10]]},"location":"San Antonio, TX, USA","end":{"date-parts":[[2023,12,13]]}},"container-title":["2023 Winter Simulation Conference (WSC)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/10406299\/10407113\/10408303.pdf?arnumber=10408303","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,2,1]],"date-time":"2024-02-01T19:25:50Z","timestamp":1706815550000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/10408303\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,12,10]]},"references-count":49,"URL":"https:\/\/doi.org\/10.1109\/wsc60868.2023.10408303","relation":{},"subject":[],"published":{"date-parts":[[2023,12,10]]}}}