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Genetic genealogical models in rare event analysis
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.
https://hal.inria.fr/inria-00071391
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Submitted on : Tuesday, May 23, 2006 - 5:08:44 PM
Last modification on : Thursday, January 20, 2022 - 4:13:21 PM
Long-term archiving on: : Sunday, April 4, 2010 - 10:09:40 PM
Contributor : Rapport de Recherche Inria Connect in order to contact the contributor
Submitted on : Tuesday, May 23, 2006 - 5:08:44 PM
Last modification on : Thursday, January 20, 2022 - 4:13:21 PM
Long-term archiving on: : Sunday, April 4, 2010 - 10:09:40 PM