Untitled
DEL MORAL, Pierre
Institut de Mathématiques de Bordeaux [IMB]
Advanced Learning Evolutionary Algorithms [ALEA]
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Institut de Mathématiques de Bordeaux [IMB]
Advanced Learning Evolutionary Algorithms [ALEA]
DEL MORAL, Pierre
Institut de Mathématiques de Bordeaux [IMB]
Advanced Learning Evolutionary Algorithms [ALEA]
Institut de Mathématiques de Bordeaux [IMB]
Advanced Learning Evolutionary Algorithms [ALEA]
GUYADER, Arnaud
Applications of interacting particle systems to statistics [ASPI]
Institut de Recherche Mathématique de Rennes [IRMAR]
< Reduce
Applications of interacting particle systems to statistics [ASPI]
Institut de Recherche Mathématique de Rennes [IRMAR]
Language
en
Rapport
This item was published in
2009
English Abstract
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 ...Read more >
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.Read less <
English Keywords
Rare events
adaptive multilevel simulation
asymptotic normality
probability of false alarm
Origin
Hal imported