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Journal Articles Journal of computational science Year : 2015

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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Dates and versions

hal-01110391 , version 1 (28-01-2015)

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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, 2015, 6, pp.40--46. ⟨10.1016/j.jocs.2014.11.001⟩. ⟨hal-01110391⟩
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