Genealogical particle analysis of rare events (Q2496500): Difference between revisions
From MaRDI portal
Latest revision as of 17:58, 24 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Genealogical particle analysis of rare events |
scientific article |
Statements
Genealogical particle analysis of rare events (English)
0 references
10 July 2006
0 references
The authors develop a theoretical foundation for genealogical particle analysis of rare events with a development of theorems and lemmas using probablistic theory. Experiments are performed for validation.
0 references
rare events
0 references
relability models
0 references
variance
0 references
numerical examples
0 references
Monte Carlo Markov chains
0 references
importance sampling
0 references
interacting particle systems
0 references
genetic algorithms
0 references
0 references
