On the optimal importance process for piecewise deterministic Markov process

DOI10.1051/ps/2019015zbMath1506.60102OpenAlexW2953734760WikidataQ127558276 ScholiaQ127558276MaRDI QIDQ5881053

Anne Dutfoy, Thomas Galtier, Hassane Chraibi, Josselin Garnier

Publication date: 9 March 2023

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2019015

zbMATH Keywords

reliabilityimportance samplingcross-entropyhybrid dynamic systemMonte-Carlo accelerationpiecewise deterministic Markovian process

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Reliability and life testing (62N05)

Related Items (2)

Adaptive Importance Sampling Based on Fault Tree Analysis for Piecewise Deterministic Markov Process ⋮ Optimal potential functions for the interacting particle system method

Cites Work

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• Fast simulation of rare events in queueing and reliability models

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