Rare Event Probability Estimation in the Presence of Epistemic Uncertainty on Input Probability Distribution Parameters

Methodology And Computing In Applied Probability ◽

10.1007/s11009-014-9411-x ◽

2014 ◽

Vol 18 (1) ◽

pp. 197-216 ◽

Author(s):

Mathieu Balesdent ◽

Jérôme Morio ◽

Loïc Brevault

Keyword(s):

Probability Distribution ◽

Epistemic Uncertainty ◽

Probability Estimation ◽

Event Probability ◽

Distribution Parameters ◽

Input Probability

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Rare-event probability estimation with adaptive support vector regression surrogates

Reliability Engineering & System Safety ◽

10.1016/j.ress.2016.01.023 ◽

2016 ◽

Vol 150 ◽

pp. 210-221 ◽

Author(s):

J.-M. Bourinet

Keyword(s):

Support Vector Regression ◽

Probability Estimation ◽

Support Vector ◽

Event Probability ◽

Adaptive Support

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A rational approximation approach to rare event probability estimation for high-performance systems

Proceedings of 1995 34th IEEE Conference on Decision and Control ◽

10.1109/cdc.1995.479091 ◽

2002 ◽

Author(s):

G. Bao ◽

C.G. Cassandras

Keyword(s):

Rational Approximation ◽

High Performance ◽

Probability Estimation ◽

Approximation Approach ◽

Event Probability ◽

High Performance Systems

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Perfect simulation of monotone systems for rare event probability estimation

Proceedings of the Winter Simulation Conference, 2005. ◽

10.1109/wsc.2005.1574291 ◽

2006 ◽

Author(s):

J.-M. Vincent

Keyword(s):

Probability Estimation ◽

Perfect Simulation ◽

Monotone Systems ◽

Event Probability

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Multidimensional rare event probability estimation algorithm

Computational Science and Techniques ◽

10.15181/csat.v1i2.93 ◽

2013 ◽

Vol 1 (2) ◽

Author(s):

Leonidas Sakalauskas ◽

Ingrida Vaičiulytė

Keyword(s):

Estimation Algorithm ◽

Probability Estimation ◽

Event Probability

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Introduction to rare event probability estimation

Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems ◽

10.1016/b978-0-08-100091-5.00001-0 ◽

2016 ◽

pp. 1-2

Author(s):

J. Morio ◽

M. Balesdent

Keyword(s):

Probability Estimation ◽

Event Probability

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A combined splitting—cross entropy method for rare-event probability estimation of queueing networks

Annals of Operations Research ◽

10.1007/s10479-009-0608-2 ◽

2009 ◽

Vol 189 (1) ◽

pp. 167-185 ◽

Author(s):

M. J. J. Garvels

Keyword(s):

Queueing Networks ◽

Entropy Method ◽

Cross Entropy ◽

Probability Estimation ◽

Event Probability ◽

Cross Entropy Method

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Tuning of adaptive interacting particle system for rare event probability estimation

Simulation Modelling Practice and Theory ◽

10.1016/j.simpat.2016.02.004 ◽

2016 ◽

Vol 66 ◽

pp. 36-49 ◽

Author(s):

Damien Jacquemart ◽

Jérôme Morio

Keyword(s):

Particle System ◽

Interacting Particle System ◽

Probability Estimation ◽

Event Probability ◽

Interacting Particle

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Rare event probability estimation for connectivity of large random graphs

Proceedings of the Winter Simulation Conference 2014 ◽

10.1109/wsc.2014.7019916 ◽

2014 ◽

Author(s):

Rohan Shah ◽

Christian Hirsch ◽

Dirk P. Kroese ◽

Volker Schmidt

Keyword(s):

Random Graphs ◽

Probability Estimation ◽

Event Probability

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Rare-event probability estimation with conditional Monte Carlo

Annals of Operations Research ◽

10.1007/s10479-009-0539-y ◽

2009 ◽

Vol 189 (1) ◽

pp. 43-61 ◽

Author(s):

Joshua C. C. Chan ◽

Dirk P. Kroese

Keyword(s):

Monte Carlo ◽

Probability Estimation ◽

Event Probability ◽

Conditional Monte Carlo

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Rare‐event Probability Estimation

Mechanical Engineering under Uncertainties ◽

10.1002/9781119817635.ch5 ◽

2021 ◽

pp. 143-204

Author(s):

Jean‐Marc Bourinet

Keyword(s):

Probability Estimation ◽

Event Probability

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