Genetic genealogical models in rare event analysis - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Journal Articles ALEA : Latin American Journal of Probability and Mathematical Statistics Year : 2006

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.
Fichier principal
Vignette du fichier
lezaud_-_Genetic_genealogical_models_in_rare_event_analysis_-_2006.pdf (285.58 Ko) Télécharger le fichier
Origin : Publisher files allowed on an open archive
Loading...

Dates and versions

hal-00912022 , version 1 (25-04-2014)

Identifiers

  • HAL Id : hal-00912022 , version 1

Cite

Frédéric Cérou, Pierre del Moral, François Le Gland, Pascal Lezaud. Genetic genealogical models in rare event analysis. ALEA : Latin American Journal of Probability and Mathematical Statistics, 2006, 1, pp.181--203. ⟨hal-00912022⟩
312 View
77 Download

Share

Gmail Facebook X LinkedIn More