Related papers: Certifiable Deep Importance Sampling for Rare-Even…
Evaluating the reliability of intelligent physical systems against rare safety-critical events poses a huge testing burden for real-world applications. Simulation provides a useful platform to evaluate the extremal risks of these systems…
This paper considers Importance Sampling (IS) for the estimation of tail risks of a loss defined in terms of a sophisticated object such as a machine learning feature map or a mixed integer linear optimisation formulation. Assuming only…
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…
In rare-event simulation, an importance sampling (IS) estimator is regarded as efficient if its relative error, namely the ratio between its standard deviation and mean, is sufficiently controlled. It is widely known that when a rare-event…
Evaluating the performance of autonomous vehicles (AV) and their complex subsystems to high precision under naturalistic circumstances remains a challenge, especially when failure or dangerous cases are rare. Rarity does not only require an…
Estimating the probability of failure is an important step in the certification of safety-critical systems. Efficient estimation methods are often needed due to the challenges posed by high-dimensional input spaces, risky test scenarios,…
Estimating rare events in complex systems is a key challenge in reliability analysis. The challenge grows in multimodal problems, where traditional methods often rely on a small set of design points and risk overlooking critical failure…
This paper presents a novel Importance Sampling (IS) scheme for estimating distribution tails of performance measures modeled with a rich set of tools such as linear programs, integer linear programs, piecewise linear/quadratic objectives,…
The goal of this paper is to develop provably efficient importance sampling Monte Carlo methods for the estimation of rare events within the class of linear stochastic partial differential equations (SPDEs). We find that if a spectral gap…
This paper deals with the estimation of rare event probabilities using importance sampling (IS), where an optimal proposal distribution is computed with the cross-entropy (CE) method. Although, IS optimized with the CE method leads to an…
The Improved Cross-Entropy (ICE) method is a powerful tool for estimating failure probabilities in reliability analysis. Its core idea is to approximate the optimal importance-sampling density by minimizing the forward Kullback-Leibler…
Testing black-box perceptual-control systems in simulation faces two difficulties. Firstly, perceptual inputs in simulation lack the fidelity of real-world sensor inputs. Secondly, for a reasonably accurate perception system, encountering a…
Rare events are events that are expected to occur infrequently, or more technically, those that have low probabilities (say, order of $10^{-3}$ or less) of occurring according to a probability model. In the context of uncertainty…
In this paper, we consider an importance sampling problem for a certain rare-event simulations involving the behavior of a diffusion process pertaining to a chain of distributed systems with random perturbations. We also assume that the…
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.…
We study rare-event simulation for a class of problems where the target hitting sets of interest are defined via modern machine learning tools such as neural networks and random forests. This problem is motivated from fast emerging studies…
Deep neural networks are being used increasingly to automate data analysis and decision making, yet their decision-making process is largely unclear and is difficult to explain to the end users. In this paper, we address the problem of…
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 estimation of rare event or failure probabilities in high dimensions is of interest in many areas of science and technology. We consider problems where the rare event is expressed in terms of a computationally costly numerical model.…
For the validation of safety-critical systems regarding safety and comfort, e.g., in the context of automated driving, engineers often have to cope with large (parametric) test spaces for which it is infeasible to test through all possible…