Framework combining Wiener Chaos Expansion, Malliavin Calculus, and adaptive importance sampling achieves 839-2516x variance reduction for fade duration CCDF estimation in Rayleigh/Rician/Nakagami channels with relative errors below 0.5%.
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Stochastic Analysis of Fade Duration Using Wiener Chaos Expansion and Malliavin Calculus: Optimal Importance Sampling via Adaptive SGD
Framework combining Wiener Chaos Expansion, Malliavin Calculus, and adaptive importance sampling achieves 839-2516x variance reduction for fade duration CCDF estimation in Rayleigh/Rician/Nakagami channels with relative errors below 0.5%.