[Sans titre]
| hal.structure.identifier | Applications of interacting particle systems to statistics [ASPI] | |
| dc.contributor.author | CÉROU, Frédéric | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Advanced Learning Evolutionary Algorithms [ALEA] | |
| dc.contributor.author | DEL MORAL, Pierre | |
| hal.structure.identifier | Digital image processing, modeling and communication [TEMICS] | |
| dc.contributor.author | FURON, Teddy | |
| hal.structure.identifier | Applications of interacting particle systems to statistics [ASPI] | |
| hal.structure.identifier | Institut de Recherche Mathématique de Rennes [IRMAR] | |
| dc.contributor.author | GUYADER, Arnaud | |
| dc.date.issued | 2009 | |
| dc.description.abstractEn | 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. | |
| dc.language.iso | en | |
| dc.subject.en | Rare events | |
| dc.subject.en | adaptive multilevel simulation | |
| dc.subject.en | asymptotic normality | |
| dc.subject.en | probability of false alarm | |
| dc.type | Rapport | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| bordeaux.type.institution | INRIA | |
| bordeaux.type.report | rr | |
| hal.identifier | inria-00350762 | |
| hal.version | 1 | |
| hal.audience | Non spécifiée | |
| hal.origin.link | https://hal.archives-ouvertes.fr//inria-00350762v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.date=2009&rft.au=C%C3%89ROU,%20Fr%C3%A9d%C3%A9ric&DEL%20MORAL,%20Pierre&FURON,%20Teddy&GUYADER,%20Arnaud&rft.genre=unknown |
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