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Rare event simulation for a static distribution

Frédéric Cérou 1 Pierre del Moral 2, 3 Teddy Furon 4 Arnaud Guyader 1, 5
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
3 ALEA - Advanced Learning Evolutionary Algorithms
CNRS - Centre National de la Recherche Scientifique : UMR5251, UB - Université de Bordeaux, Inria Bordeaux - Sud-Ouest
4 TEMICS - Digital image processing, modeling and communication
IRISA - Institut de Recherche en Informatique et Systèmes Aléatoires, Inria Rennes – Bretagne Atlantique
Abstract : 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.
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Submitted on : Wednesday, January 7, 2009 - 4:04:03 PM
Last modification on : Wednesday, April 6, 2022 - 3:48:03 PM
Long-term archiving on: : Thursday, October 11, 2012 - 3:25:30 PM


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  • HAL Id : inria-00350762, version 1


Frédéric Cérou, Pierre del Moral, Teddy Furon, Arnaud Guyader. Rare event simulation for a static distribution. [Research Report] RR-6792, INRIA. 2009. ⟨inria-00350762⟩



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