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- W2176117873 abstract "Crude Monte Carlo methods are well suited to characterize events of which associated probabilities are not too low with respect to a given simulation budget. For very seldom observed events, such as the collision probability between two aircraft in airspace, Monte Carlo based approaches do not lead to accurate results. Indeed, the number of available samples is often insufficient to estimate such low probabilities (at least 10 6 samples are needed to estimate a probability of order 10 −4 with 10 % relative error with Monte Carlo simulations). The objective of this book is to propose some guidelines to determine the most efficient estimation techniques for a given problem." @default.
- W2176117873 created "2016-06-24" @default.
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- W2176117873 date "2016-01-01" @default.
- W2176117873 modified "2023-09-26" @default.
- W2176117873 title "Introduction to rare event probability estimation" @default.
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- W2176117873 doi "https://doi.org/10.1016/b978-0-08-100091-5.00001-0" @default.
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