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hal.structure.identifierApplications of interacting particle systems to statistics [ASPI]
dc.contributor.authorCÉROU, Frédéric
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierAdvanced Learning Evolutionary Algorithms [ALEA]
dc.contributor.authorDEL MORAL, Pierre
hal.structure.identifierDigital image processing, modeling and communication [TEMICS]
dc.contributor.authorFURON, Teddy
hal.structure.identifierApplications of interacting particle systems to statistics [ASPI]
hal.structure.identifierInstitut de Recherche Mathématique de Rennes [IRMAR]
dc.contributor.authorGUYADER, Arnaud
dc.date.issued2009
dc.description.abstractEnThis 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.isoen
dc.subject.enRare events
dc.subject.enadaptive multilevel simulation
dc.subject.enasymptotic normality
dc.subject.enprobability of false alarm
dc.typeRapport
dc.subject.halMathématiques [math]/Probabilités [math.PR]
bordeaux.type.institutionINRIA
bordeaux.type.reportrr
hal.identifierinria-00350762
hal.version1
hal.audienceNon spécifiée
hal.origin.linkhttps://hal.archives-ouvertes.fr//inria-00350762v1
bordeaux.COinSctx_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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