Genealogical particle analysis of rare events (Q2496500)

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Genealogical particle analysis of rare events
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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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