Matches in SemOpenAlex for { <https://semopenalex.org/work/W4385261773> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W4385261773 abstract "This article analyzes and compares two general techniques of rare event simulation for generating paths of Markov processes over fixed time horizons: backtracking and exponential tilting. These two methods allow to compute the probability that the process ends within a rare region, which is unlikely to be attained. Backtracking consists in reversing the time of the process: the path is obtained backwards, from the terminal point until the initial one. The terminal point is generated from an appropriately chosen distribution that covers well the arrival region. Exponential tilting is a general technique for obtaining an alternative sampling probability measure, under which the process is likely to hit the rare region at terminal time. We show that both methods belong to the same class of importance sampling procedures, by providing the common mathematical framework of these two conceptually different methods of sampling rare trajectories. Besides this analytical comparison, we compare the two methods numerically, by means of a simple random walk and a process with meta-stable states. The numerical analysis shows that both methods possess distinct areas of application where they exhibit greater efficiency. Detailed algorithms of the proposed simulation methods are provided." @default.
- W4385261773 created "2023-07-26" @default.
- W4385261773 creator A5017123429 @default.
- W4385261773 creator A5048495550 @default.
- W4385261773 date "2023-07-24" @default.
- W4385261773 modified "2023-10-18" @default.
- W4385261773 title "A Unified Perspective on Sampling Algorithms for Rare Trajectories of Discrete Markov Processes" @default.
- W4385261773 doi "https://doi.org/10.48550/arxiv.2307.12597" @default.
- W4385261773 hasPublicationYear "2023" @default.
- W4385261773 type Work @default.
- W4385261773 citedByCount "0" @default.
- W4385261773 crossrefType "posted-content" @default.
- W4385261773 hasAuthorship W4385261773A5017123429 @default.
- W4385261773 hasAuthorship W4385261773A5048495550 @default.
- W4385261773 hasBestOaLocation W43852617731 @default.
- W4385261773 hasConcept C105795698 @default.
- W4385261773 hasConcept C106131492 @default.
- W4385261773 hasConcept C11413529 @default.
- W4385261773 hasConcept C119857082 @default.
- W4385261773 hasConcept C121332964 @default.
- W4385261773 hasConcept C126255220 @default.
- W4385261773 hasConcept C134306372 @default.
- W4385261773 hasConcept C140779682 @default.
- W4385261773 hasConcept C149441793 @default.
- W4385261773 hasConcept C151376022 @default.
- W4385261773 hasConcept C156884757 @default.
- W4385261773 hasConcept C159886148 @default.
- W4385261773 hasConcept C19499675 @default.
- W4385261773 hasConcept C199360897 @default.
- W4385261773 hasConcept C2777317252 @default.
- W4385261773 hasConcept C2777735758 @default.
- W4385261773 hasConcept C2779662365 @default.
- W4385261773 hasConcept C31972630 @default.
- W4385261773 hasConcept C33923547 @default.
- W4385261773 hasConcept C41008148 @default.
- W4385261773 hasConcept C52740198 @default.
- W4385261773 hasConcept C62520636 @default.
- W4385261773 hasConcept C88871306 @default.
- W4385261773 hasConcept C98763669 @default.
- W4385261773 hasConceptScore W4385261773C105795698 @default.
- W4385261773 hasConceptScore W4385261773C106131492 @default.
- W4385261773 hasConceptScore W4385261773C11413529 @default.
- W4385261773 hasConceptScore W4385261773C119857082 @default.
- W4385261773 hasConceptScore W4385261773C121332964 @default.
- W4385261773 hasConceptScore W4385261773C126255220 @default.
- W4385261773 hasConceptScore W4385261773C134306372 @default.
- W4385261773 hasConceptScore W4385261773C140779682 @default.
- W4385261773 hasConceptScore W4385261773C149441793 @default.
- W4385261773 hasConceptScore W4385261773C151376022 @default.
- W4385261773 hasConceptScore W4385261773C156884757 @default.
- W4385261773 hasConceptScore W4385261773C159886148 @default.
- W4385261773 hasConceptScore W4385261773C19499675 @default.
- W4385261773 hasConceptScore W4385261773C199360897 @default.
- W4385261773 hasConceptScore W4385261773C2777317252 @default.
- W4385261773 hasConceptScore W4385261773C2777735758 @default.
- W4385261773 hasConceptScore W4385261773C2779662365 @default.
- W4385261773 hasConceptScore W4385261773C31972630 @default.
- W4385261773 hasConceptScore W4385261773C33923547 @default.
- W4385261773 hasConceptScore W4385261773C41008148 @default.
- W4385261773 hasConceptScore W4385261773C52740198 @default.
- W4385261773 hasConceptScore W4385261773C62520636 @default.
- W4385261773 hasConceptScore W4385261773C88871306 @default.
- W4385261773 hasConceptScore W4385261773C98763669 @default.
- W4385261773 hasLocation W43852617731 @default.
- W4385261773 hasOpenAccess W4385261773 @default.
- W4385261773 hasPrimaryLocation W43852617731 @default.
- W4385261773 hasRelatedWork W1835281355 @default.
- W4385261773 hasRelatedWork W1965870577 @default.
- W4385261773 hasRelatedWork W2018632396 @default.
- W4385261773 hasRelatedWork W2076780278 @default.
- W4385261773 hasRelatedWork W2102034078 @default.
- W4385261773 hasRelatedWork W2122865681 @default.
- W4385261773 hasRelatedWork W2128702080 @default.
- W4385261773 hasRelatedWork W2362249705 @default.
- W4385261773 hasRelatedWork W4299072659 @default.
- W4385261773 hasRelatedWork W4376653316 @default.
- W4385261773 isParatext "false" @default.
- W4385261773 isRetracted "false" @default.
- W4385261773 workType "article" @default.