CÉROU, Frédéric; DEL MORAL, Pierre; FURON, Teddy; GUYADER, Arnaud

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CÉROU, Frédéric
Applications of interacting particle systems to statistics [ASPI]

DEL MORAL, Pierre
Institut de Mathématiques de Bordeaux [IMB]
Advanced Learning Evolutionary Algorithms [ALEA]

FURON, Teddy
Digital image processing, modeling and communication [TEMICS]

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Rapport

Ce document a été publié dans

2009

Résumé en anglais

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.< Réduire

Mots clés en anglais

Rare events

adaptive multilevel simulation

asymptotic normality

probability of false alarm

Origine

Importé de hal

Unités de recherche

Institut de Mathématiques de Bordeaux (IMB) - UMR 5251