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Genetic genealogical models in rare event analysis

hal.structure.identifierApplications of interacting particle systems to statistics [ASPI]
dc.contributor.authorCÉROU, Frédéric
hal.structure.identifierLaboratoire Jean Alexandre Dieudonné [JAD]
dc.contributor.authorDEL MORAL, Pierre
hal.structure.identifierApplications of interacting particle systems to statistics [ASPI]
dc.contributor.authorLE GLAND, François
hal.structure.identifierCentre d'études de la Navigation Aérienne [CENA]
dc.contributor.authorLEZAUD, Pascal
dc.date.created2006
dc.date.issued2006
dc.description.abstractEnWe 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.
dc.language.isoen
dc.subject.enINTERACTING PARTICLE SYSTEMS
dc.subject.enRARE EVENTS
dc.subject.enFEYNMAN-KAC MODELS
dc.subject.enGENETIC ALGORITHMS
dc.subject.enGENEALOGICAL TREES
dc.title.enGenetic genealogical models in rare event analysis
dc.typeRapport
dc.subject.halInformatique [cs]/Autre [cs.OH]
bordeaux.type.institutionINRIA
bordeaux.type.reportrr
hal.identifierinria-00071391
hal.version1
hal.audienceNon spécifiée
hal.origin.linkhttps://hal.archives-ouvertes.fr//inria-00071391v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.date=2006&rft.au=C%C3%89ROU,%20Fr%C3%A9d%C3%A9ric&DEL%20MORAL,%20Pierre&LE%20GLAND,%20Fran%C3%A7ois&LEZAUD,%20Pascal&rft.genre=unknown


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