Skip to Main content Skip to Navigation
Reports

Genetic genealogical models in rare event analysis

Frédéric Cérou 1 Pierre del Moral 2 François Le Gland 1 Pascal Lezaud 3
1 ASPI - Applications of interacting particle systems to statistics
UR1 - Université de Rennes 1, Inria Rennes – Bretagne Atlantique , CNRS - Centre National de la Recherche Scientifique : UMR6074
Abstract : We present in this article a genetic type interacting particle systems algorithm and a genealogical model for estimating a class of rare events arising in physics and network analysis. We represent the distribution of a Markov process hitting a rare target in terms of a Feynman-Kac model in path space. We show how these branching particle models described in previous works can be used to estimate the probability of the corresponding rare events as well as the distribution of the process in this regime.
Document type :
Reports
Complete list of metadata

https://hal.inria.fr/inria-00071391
Contributor : Rapport de Recherche Inria <>
Submitted on : Tuesday, May 23, 2006 - 5:08:44 PM
Last modification on : Tuesday, December 1, 2020 - 2:10:05 PM
Long-term archiving on: : Sunday, April 4, 2010 - 10:09:40 PM

Identifiers

  • HAL Id : inria-00071391, version 1

Citation

Frédéric Cérou, Pierre del Moral, François Le Gland, Pascal Lezaud. Genetic genealogical models in rare event analysis. [Research Report] RR-5878, INRIA. 2006. ⟨inria-00071391⟩

Share

Metrics

Record views

475

Files downloads

340