Add to ORKGInternational audienceIn this presentation, we review an alternative technique called splitting, which accelerates the rate of occurrence of the rare events of interest. Here, we do not change the probability laws driving the model. Instead, we use a selection mechanism to favour the trajectories deemed likely to lead to those rare events. The main idea is to decompose the paths to the rare events of interest into shorter subpaths whose probability is not so small, encourage the realizations that take these subpaths (leading to the event of interest) by giving them a chance to reproduce (a bit like in selective evolution), and discourage the realizations that go in the wrong direction by killing them with some positive probability
A key challenge for an efficient splitting technique is defining the importance function. If the rar...
International audienceWe propose some methodological basis for an improvement to the splitting metho...
A key challenge for an efficient splitting technique is defining the importance function. If the rar...
International audienceIn this presentation, we review an alternative technique called splitting, whi...
This paper deals with estimations of probabilities of rare events using fast simulation based on the...
Particle splitting methods are considered for the estimation of rare events. The probability of inte...
The past fifty years the field of the estimation of rare event probabilities has grown considerably,...
This paper deals with the splitting method first introduced in rare event analysis. In this techniqu...
Particle splitting methods are considered for the estimation of rare events. The probability of inte...
The splitting method is a well-known method for rare-event simulation, where sample paths of a Marko...
International audienceIn a probabilistic model, a rare event is an event with a very small probabili...
AbstractThis paper deals with the splitting method first introduced in rare event analysis. In this ...
AbstractA straightforward application of an interacting particle system to estimate a rare event for...
This paper deals with the splitting method first introduced in rare event analysis. In this techniqu...
Rare event analysis has been attracting continuous and growing attention over the past decades. It h...
A key challenge for an efficient splitting technique is defining the importance function. If the rar...
International audienceWe propose some methodological basis for an improvement to the splitting metho...
A key challenge for an efficient splitting technique is defining the importance function. If the rar...
International audienceIn this presentation, we review an alternative technique called splitting, whi...
This paper deals with estimations of probabilities of rare events using fast simulation based on the...
Particle splitting methods are considered for the estimation of rare events. The probability of inte...
The past fifty years the field of the estimation of rare event probabilities has grown considerably,...
This paper deals with the splitting method first introduced in rare event analysis. In this techniqu...
Particle splitting methods are considered for the estimation of rare events. The probability of inte...
The splitting method is a well-known method for rare-event simulation, where sample paths of a Marko...
International audienceIn a probabilistic model, a rare event is an event with a very small probabili...
AbstractThis paper deals with the splitting method first introduced in rare event analysis. In this ...
AbstractA straightforward application of an interacting particle system to estimate a rare event for...
This paper deals with the splitting method first introduced in rare event analysis. In this techniqu...
Rare event analysis has been attracting continuous and growing attention over the past decades. It h...
A key challenge for an efficient splitting technique is defining the importance function. If the rar...
International audienceWe propose some methodological basis for an improvement to the splitting metho...
A key challenge for an efficient splitting technique is defining the importance function. If the rar...