An improved variant of the rare event simulation method RESTART using prolonged retrials
Tài liệu tham khảo
Allen, 2005, Sampling rare switching events in biochemical networks, Phys Rev Lett, 94, 10.1103/PhysRevLett.94.018104
Bréhier, 2016, Unbiasedness of some generalized adaptive multilevel splitting algorithms, Ann Appl Probab, 26, 3559, 10.1214/16-AAP1185
Botev, 2013, Static network reliability estimation via generalized splitting, Informs J Comput, 25, 56, 10.1287/ijoc.1110.0493
Buijsrogge, 2018, Importance sampling versus RESTART for simulation over long time intervals
Cérou, 2007, Adaptive multilevel splitting for rare event analysis, Stoch Anal Appl, 25, 417, 10.1080/07362990601139628
Ching, 2005, Reliability estimation for dynamical systems subject to stochastic excitation using subset simulation with Splitting, Comput Methods Appl Mech Eng, 194, 1557, 10.1016/j.cma.2004.05.028
Del Moral, 2005, Genealogical particle analysis of rare events, Ann Appl Probab, 15, 2496, 10.1214/105051605000000566
Garvels, 2000
Hyytiä, 2018, Evaluating rare events in mission critical dispatching systems
Kahn, 1951, Estimation of particle transmission by random sampling, Natl Bur Stand Appl Math Ser, 12, 27
Swenson, 2019, OpenPathSampling: a Python framework for path sampling simulations. I. Basics, J Chem Theory Comput, 15, 837, 10.1021/acs.jctc.8b00627
Turati, 2018, Adaptive simulation for failure identification in the advanced lead fast reactor European demonstrator, Prog Nucl Energy, 103, 176, 10.1016/j.pnucene.2017.11.013
Villén-Altamirano, 2010, Importance function for RESTART simulation of general Jackson networks, Eur J Oper Res, 203, 156, 10.1016/j.ejor.2009.07.013
Villén-Altamirano, 2018, RESTART vs. Splitting: a comparative study, Perform Eval, 121–122, 38, 10.1016/j.peva.2018.02.002
Villén-Altamirano, 1994, Enhancement of the accelerated simulation method RESTART by considering multiple thresholds, 797
Villén-Altamirano, 1991, RESTART: a method for accelerating rare event simulations, 71
Villén-Altamirano, 1991, Accelerated simulation of rare event using RESTART method with hysteresis, 240
Villén-Altamirano, 2002, Analysis of RESTART simulation: theoretical basis and sensitivity study, Eur Trans Telecommun, 13, 373, 10.1002/ett.4460130409
Villén-Altamirano, 2006, On the efficiency of RESTART for multidimensional state systems, ACM Trans Model Comput Simul, 16, 251, 10.1145/1147224.1147227
Zare-Noghabi, 2017, Rare event simulations for potential wake encounters, 2554
Zimmermann, 2017, Dependability evaluation of AFDX real-time avionic communication networks, 22