Dynamic-programming Doob sampler for exact rare-event conditioning / math_check.json

Failed on benchmark

Raw ⬇ ZIP
1{
2  "event_probability": 0.7560131375000001,
3  "max_normalization_residual": 1.1102230246251565e-16,
4  "terminal_violations": 0,
5  "horizon": 8
6}