Sequential Monte Carlo for rare event estimation
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Publication:693307
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Cites work
- scientific article; zbMATH DE number 627762 (Why is no real title available?)
- scientific article; zbMATH DE number 2106098 (Why is no real title available?)
- A nonasymptotic theorem for unnormalized Feynman-Kac particle models
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- Markov chains for exploring posterior distributions. (With discussion)
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- Optimal probabilistic fingerprint codes
- RARE EVENT SIMULATION
- Sequential Monte Carlo Methods in Practice
- Sequential Monte Carlo Samplers
- The Gibbs cloner for combinatorial optimization, counting and sampling
- The generalized cross entropy method, with applications to probability density estimation
Cited in
(65)- On the use of smoothing to improve the performance of the splitting method
- Approximately counting and sampling knowledge states
- On the convergence of quantum and sequential Monte Carlo methods
- Finite-sample complexity of sequential Monte Carlo estimators
- False positive probabilities in \(q\)-ary Tardos codes: comparison of attacks
- Computing transition rates for the 1-D stochastic Ginzburg-Landau-Allen-Cahn equation for finite-amplitude noise with a rare event algorithm
- Rare-event detection by Quasi-Wang-Landau Monte Carlo sampling with approximate Bayesian computation
- Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures
- An Invitation to Sequential Monte Carlo Samplers
- Probabilistic safety analysis of the collision between a space debris and a satellite with an island particle algorithm
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- Efficient evaluation of reliability-oriented sensitivity indices
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- Delayed Acceptance ABC-SMC
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- Twisting the alive particle filter
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- Transform MCMC schemes for sampling intractable factor copula models
- Stochastic enumeration method for counting NP-hard problems
- A Koopman framework for rare event simulation in stochastic differential equations
- Recursive estimation of a failure probability for a Lipschitz function
- Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning
- Optimisation of interacting particle systems for rare event estimation
- A surrogate accelerated multicanonical Monte Carlo method for uncertainty quantification
- Monte Carlo Approximation of Bayes Factors via Mixing With Surrogate Distributions
- Analysis of adaptive multilevel splitting algorithms in an idealized case
- On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting
- Efficient Monte Carlo simulation via the generalized splitting method
- Sequential Monte Carlo with Highly Informative Observations
- Multicanonical MCMC for sampling rare events: an illustrative review
- Sampling Conditionally on a Rare Event via Generalized Splitting
- Bayesian Subset Simulation
- Some recent results in rare event estimation
- Optimal potential functions for the interacting particle system method
- Bayesian parameter inference for partially observed stopped processes
- Unbiased simulation of rare events in continuous time
- Multilevel estimation of rare events
- Rare Event Simulation Using Reversible Shaking Transformations
- Bayesian optimization based on simulation conditionally to subvariety
- Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation
- Central limit theorem for adaptive multilevel splitting estimators in an idealized setting
- The alive particle filter and its use in particle Markov chain Monte Carlo
- Combinatorial analysis of the adaptive last particle method
- Adaptive multilevel subset simulation with selective refinement
- Improved Markov chain Monte Carlo method for cryptanalysis substitution-transposition cipher
- Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions
- Bayesian analysis of rare events
- Moment-preserving and mesh-adaptive reweighting method for rare-event sampling in Monte-Carlo algorithms
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- Rare event simulation and splitting for discontinuous random variables
- Multilevel sequential importance sampling for rare event estimation
- Rare events, splitting, and quasi-Monte Carlo
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- Deterministic computation of quantiles in a Lipschitz framework
- Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo
- Variational approach to rare event simulation using least-squares regression
- Point process-based Monte Carlo estimation
- Recent advances in various fields of numerical probability
- On the foundations and the applications of evolutionary computing
- Adaptive particle techniques and rare event estimation
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