Genetic genealogical models in rare event analysis
Language
en
Rapport
This item was published in
2006
English 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 ...Read more >
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.Read less <
English Keywords
INTERACTING PARTICLE SYSTEMS
RARE EVENTS
FEYNMAN-KAC MODELS
GENETIC ALGORITHMS
GENEALOGICAL TREES
Origin
Hal imported