HAL - INRIA :: [inria-00350762, version 1] Rare event simulation for a static distribution

inria-00350762, version 1

Rare event simulation for a static distribution

Frédéric Cérou ()^a^, 1, Pierre Del Moral () ^2, 3, Teddy Furon^a^, 4, Arnaud Guyader ()^b^, 1, 5

N° RR-6792 (2009)

Résumé : This paper discusses the rare event simulation for a fixed probability law. The motivation comes from problems occurring in watermarking and fingerprinting of digital contents, which is a new application of rare event simulation techniques. We provide two versions of our algorithm, and discuss the convergence properties and implementation issues. A discussion on recent related works is also provided. Finally, we give some numerical results in watermarking context.

a – INRIA
b – Université de Rennes 2
1 : ASPI (INRIA - IRISA)
CNRS : UMR6074 – INRIA – Université de Rennes 1
2 : Institut de Mathématiques de Bordeaux (IMB)
CNRS : UMR5251 – Université Sciences et Technologies - Bordeaux I – Université Victor Segalen - Bordeaux II
3 : ALEA (INRIA Bordeaux - Sud-Ouest)
INRIA – Université de Bordeaux – CNRS : UMR5251
4 : TEMICS (INRIA - IRISA)
CNRS : UMR6074 – INRIA – Université de Rennes 1
5 : Institut de Recherche Mathématique de Rennes (IRMAR)
CNRS : UMR6625 – Université de Rennes 1 – École normale supérieure de Cachan - ENS Cachan – INSA Rennes – Université Rennes II

inria-00350762, version 1
http://hal.inria.fr/inria-00350762
oai:hal.inria.fr:inria-00350762
Contributeur : Arnaud Guyader <>
Soumis le : Mercredi 7 Janvier 2009, 16:04:03
Dernière modification le : Jeudi 24 Février 2011, 16:53:25

Voir la fiche détaillée

Documents associés

PDF :

Exporter

Bibtex EndNote TEI RefWorks

<?xml version="1.0" encoding="UTF-8"?>
<listBibl xmlns="http://www.tei-c.org/ns/1.0" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:mml="http://www.w3.org/1998/Math/MathML">
<listBibl type="report"><head>Rapports</head>
<biblStruct type="report" xml:id="inria-00350762"><monogr>
<author><persName><forename>Frédéric</forename><surname>Cérou</surname></persName>
<affiliation>
<orgName type="laboratory">INRIA - IRISA</orgName>
<orgName type="team">ASPI</orgName>
<country>FR</country>
<orgName type="institution">CNRS : UMR6074</orgName>
<orgName type="institution">INRIA</orgName>
<orgName type="institution">Université de Rennes 1</orgName>
</affiliation>
</author>
<author><persName><forename>Pierre</forename><surname>Del Moral</surname></persName>
<affiliation>
<orgName type="laboratory">IMB</orgName>
<orgName type="team">Institut de Mathématiques de Bordeaux</orgName>
<country>FR</country>
<orgName type="institution">CNRS : UMR5251</orgName>
<orgName type="institution">Université Sciences et Technologies - Bordeaux I</orgName>
<orgName type="institution">Université Victor Segalen - Bordeaux II</orgName>
</affiliation>
<affiliation>
<orgName type="laboratory">INRIA Bordeaux - Sud-Ouest</orgName>
<orgName type="team">ALEA</orgName>
<country>FR</country>
<orgName type="institution">INRIA</orgName>
<orgName type="institution">Université de Bordeaux</orgName>
<orgName type="institution">CNRS : UMR5251</orgName>
</affiliation>
</author>
<author><persName><forename>Teddy</forename><surname>Furon</surname></persName>
<affiliation>
<orgName type="laboratory">INRIA - IRISA</orgName>
<orgName type="team">TEMICS</orgName>
<country>FR</country>
<orgName type="institution">CNRS : UMR6074</orgName>
<orgName type="institution">INRIA</orgName>
<orgName type="institution">Université de Rennes 1</orgName>
</affiliation>
</author>
<author><persName><forename>Arnaud</forename><surname>Guyader</surname></persName>
<affiliation>
<orgName type="laboratory">INRIA - IRISA</orgName>
<orgName type="team">ASPI</orgName>
<country>FR</country>
<orgName type="institution">CNRS : UMR6074</orgName>
<orgName type="institution">INRIA</orgName>
<orgName type="institution">Université de Rennes 1</orgName>
</affiliation>
<affiliation>
<orgName type="laboratory">IRMAR</orgName>
<orgName type="team">Institut de Recherche Mathématique de Rennes</orgName>
<country>FR</country>
<orgName type="institution">CNRS : UMR6625</orgName>
<orgName type="institution">Université de Rennes 1</orgName>
<orgName type="institution">École normale supérieure de Cachan - ENS Cachan</orgName>
<orgName type="institution">INSA Rennes</orgName>
<orgName type="institution">Université Rennes II</orgName>
</affiliation>
</author>
<title type="main" level="m">Rare event simulation for a static distribution</title><title type="main" level="m">Rare event simulation for a static distribution</title><imprint><biblScope type="publicationDate">2009-00-00</biblScope></imprint></monogr><idno type="HALid">http://hal.inria.fr/inria-00350762</idno><idno type="HALFile">http://hal.inria.fr/inria-00350762/PDF/RR-6792.pdf</idno></biblStruct>
</listBibl>
</listBibl>