bridgeCE.m Estimates the length of the shortest path in the bridge example via importance sampling using independent beta dististributed links. Here, the reference parameter is estimated via the cross-entropy method from a pilot run. Uses h.m.
bridgeCMC.m Estimates the length of the shortest path in the bridge example via crude Monte Carlo. Uses h.m.
bridgeCondMC.m Estimates the length of the shortest path in the bridge example via conditional Monte Carlo. Uses Zcond.m.
bridgeCV.m Estimates the length of the shortest path in the bridge example using control variables. Uses h.m and hc.m.
bridgeIS.m Estimates the length of the shortest path in the bridge example via importance sampling with independent beta distributed links. Uses h.m.
bridgeQMC_faure.m Estimates the length of the shortest path in the bridge example via quasi Monte Carlo with Faure points. Uses faure.m and h.m.
compare_CMC_and_ARV.m Bridge example comparison between crude Monte Carlo with and without using antithetic pairs. Uses h.m.
f_var.m Objective function for use in determining the optimial parameters of the beta-distributed links via variance minimization.
faure.m Produces a Faure point set.
gamble_CE_A.m Estimates the probability of success in a gambler's ruin problem using importance sampling with a CE-optimal change of measure.
H1.m Returns the shortest paths for use in the bridge example. For use with the reponse surface examples.
h.m Returns the shortest paths for use in the bridge example.
hc.m Returns the shortest of two key paths for use as a control variable in the bridge example.
lhcsbridge.m Estimates the length of the shortest path in the bridge example via latin hypercube sampling. Uses h.m.
responsesurfis.m Estimates the response surface for the length of the shortest path via importance sample, when one of the links has a uniform distribution on zero to theta. Uses H1.m.
responsesurfis_exp.m Estimates the response surface for the length of the shortest path via importance sample, when one of the links has an exponential distribution with mean theta. Uses H1.m.
stratbridge.m Estimates the length of the shortest path in the bridge example via systematic stratisfied sampling. Uses h.m.
vmceopt.m Estimates the length of the shortest path in the bridge example via importance sampling using independent beta dististributed links. Here, the reference parameter is estimated via the variance minimization on a pilot run. Uses f_var.m and h.m.
wsbridge.m Estimates the length of the shortest path in the bridge example using a weighted sample estimator. Uses h.m.
Zcond.m Conditional variables used in conditional Monte Carlo for the bridge example.

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