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Model. Comput. Simul."],"published-print":{"date-parts":[[2014,2]]},"abstract":"<jats:p>\n            In this article, we consider a Gaussian random field\n            <jats:italic>f<\/jats:italic>\n            (\n            <jats:italic>t<\/jats:italic>\n            ) living on a compact set\n            <jats:italic>T<\/jats:italic>\n            \u2282\n            <jats:italic>R<\/jats:italic>\n            <jats:sup>d<\/jats:sup>\n            and the computation of the tail probabilities\n            <jats:italic>P<\/jats:italic>\n            (\u222b\n            <jats:sub>\n              <jats:italic>T<\/jats:italic>\n            <\/jats:sub>\n            <jats:italic>e<\/jats:italic>\n            <jats:sup>\n              <jats:italic>f<\/jats:italic>\n              (\n              <jats:italic>t<\/jats:italic>\n              )\n            <\/jats:sup>\n            <jats:italic>dt<\/jats:italic>\n            &gt;\n            <jats:italic>e<\/jats:italic>\n            <jats:sup>\n              <jats:italic>b<\/jats:italic>\n            <\/jats:sup>\n            ) as\n            <jats:italic>b<\/jats:italic>\n            \u2192 \u221e. We design asymptotically efficient importance sampling estimators for a general class of H\u00f6lder continuous Gaussian random fields. In addition to the variance control, we also analyze the bias (relative to the interesting tail probabilities) caused by the discretization.\n          <\/jats:p>","DOI":"10.1145\/2567892","type":"journal-article","created":{"date-parts":[[2014,3,18]],"date-time":"2014-03-18T12:09:07Z","timestamp":1395144547000},"page":"1-24","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":5,"title":["Efficient simulations for the exponential integrals of H\u00f6lder continuous gaussian random fields"],"prefix":"10.1145","volume":"24","author":[{"given":"Jingchen","family":"Liu","sequence":"first","affiliation":[{"name":"Columbia University and University of Minnesota"}]},{"given":"Gongjun","family":"Xu","sequence":"additional","affiliation":[{"name":"Columbia University and University of Minnesota"}]}],"member":"320","published-online":{"date-parts":[[2014,2]]},"reference":[{"volume-title":"The Geometry of Random Fields","author":"Adler R. 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