Extreme density level set estimation for input--output functions via the adaptive splitting technique

Abstract : In order to estimate the minimum volume set of a probability very close to zero, a plug-in estimator of density level set is built based on the adaptive splitting technique, a rare event dedicated probability technique. This algorithm is the main novelty of this paper. It is applied on the realistic estimation of a booster fallout zone.
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Article dans une revue
Journal of Computational Science, Elsevier, 2015, 6, pp.40--46. 〈10.1016/j.jocs.2014.11.001〉
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https://hal.inria.fr/hal-01110391
Contributeur : Francois Le Gland <>
Soumis le : mercredi 28 janvier 2015 - 10:11:17
Dernière modification le : mardi 19 juin 2018 - 11:12:07

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Rudy Pastel, Jérôme Morio, François Le Gland. Extreme density level set estimation for input--output functions via the adaptive splitting technique. Journal of Computational Science, Elsevier, 2015, 6, pp.40--46. 〈10.1016/j.jocs.2014.11.001〉. 〈hal-01110391〉

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