Genealogical particle analysis of rare events (Q2496500)
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scientific article
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| English | Genealogical particle analysis of rare events |
scientific article |
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Genealogical particle analysis of rare events (English)
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10 July 2006
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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.
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rare events
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relability models
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variance
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numerical examples
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Monte Carlo Markov chains
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importance sampling
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interacting particle systems
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genetic algorithms
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0.8482875227928162
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0.8016223311424255
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0.7878238558769226
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0.7851721048355103
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0.7837622165679932
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