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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