Related papers: A Method for Estimating the Probability of Extreme…
This paper offers a formal framework for the rare collision risk estimation of autonomous vehicles (AVs) with multi-agent situation awareness, affected by different sources of noise in a complex dynamic environment. In our proposed setting,…
We present an algorithm for finding the probabilities of rare events in nonequilibrium processes. The algorithm consists of evolving the system with a modified dynamics for which the required event occurs more frequently. By keeping track…
The paper illustrates an application of the Resampling approach [2] for the estimation of the aircraft circulation plan reliability. Resampling is an intensive computer statistical method, which can be used effectively in the case of small…
The assessment of the probability of a rare event with a naive Monte-Carlo method is computationally intensive, so faster estimation or variance reduction methods are needed. We focus on one of these methods which is the interacting…
An important step in the design of autonomous systems is to evaluate the probability that a failure will occur. In safety-critical domains, the failure probability is extremely small so that the evaluation of a policy through Monte Carlo…
The Adaptive Multilevel Splitting algorithm is a very powerful and versatile method to estimate rare events probabilities. It is an iterative procedure on an interacting particle system, where at each step, the $k$ less well-adapted…
Extreme weather events epitomize high cost: to society through their physical impacts, and to computer servers that simulate them to assess risk and advance physical understanding. It costs hundreds of simulation years to sample a few…
The probability of rare and extreme events is an important quantity for design purposes. However, computing the probability of rare events can be expensive because only a few events, if any, can be observed. To this end, it is necessary to…
Particle splitting methods are considered for the estimation of rare events. The probability of interest is that a Markov process first enters a set $B$ before another set $A$, and it is assumed that this probability satisfies a large…
Simulation based or dynamic probabilistic risk assessment methodologies were primarily developed for proving a more realistic and complete representation of complex systems accident response. Such simulation based methodologies have proven…
Variational system identification is a new formulation of maximum likelihood for estimation of parameters of dynamical systems subject to process and measurement noise, such as aircraft flying in turbulence. This formulation is an…
Modern safety-critical systems are heterogeneous, complex, and highly dynamic. They require reliability evaluation methods that go beyond the classical static methods such as fault trees, event trees, or reliability block diagrams.…
Learning-based methodologies increasingly find applications in safety-critical domains like autonomous driving and medical robotics. Due to the rare nature of dangerous events, real-world testing is prohibitively expensive and unscalable.…
Driven by applications in telecommunication networks, we explore the simulation task of estimating rare event probabilities for tandem queues in their steady state. Existing literature has recognized that importance sampling methods can be…
In this paper, we consider a problem of failure prediction in the context of predictive maintenance applications. We present a new approach for rare failures prediction, based on a general methodology, which takes into account peculiar…
The estimation of the probability of rare events is an important task in reliability and risk assessment. We consider failure events that are expressed in terms of a limit state function, which depends on the solution of a partial…
We analyse the splitting algorithm performance in the estimation of rare event probabilities and this in a discrete multidimensional framework. For this we assume that each threshold is partitioned into disjoint subsets and the probability…
Variance reduction methods are often needed for the reliability assessment of complex industrial systems, we focus on one variance reduction method in a given context, that is the interacting particle system method (IPS) used on piecewise…
We develop a new algorithm for the estimation of rare event probabilities associated with the steady-state of a Markov stochastic process with continuous state space $\mathbb R^d$ and discrete time steps (i.e. a discrete-time $\mathbb…
The paper presents a new efficient and robust method for rare event probability estimation for computational models of an engineering product or a process returning categorical information only, for example, either success or failure. For…