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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…

Numerical Analysis · Mathematics 2021-06-21 Fabian Wagner , Jonas Latz , Iason Papaioannou , Elisabeth Ullmann

We consider the sample efficient estimation of failure probabilities from expensive oracle evaluations of a limit state function via importance sampling (IS). In contrast to conventional ``two stage'' approaches, which first train a…

Computation · Statistics 2026-04-10 Ashwin Renganathan , Annie S. Booth

Event cameras offer high temporal resolution and power efficiency, making them well-suited for edge AI applications. However, their high event rates present challenges for data transmission and processing. Subsampling methods provide a…

Computer Vision and Pattern Recognition · Computer Science 2025-05-28 Hesam Araghi , Jan van Gemert , Nergis Tomen

State-of-the-art methods for rare event simulation of non-Markovian models face practical or theoretical limits if observing the event of interest requires prior knowledge or information on the timed behavior of the system. In this paper,…

Logic in Computer Science · Computer Science 2025-06-25 Gabriel Dengler , Carlos E. Budde , Laura Carnevali , Arnd Hartmanns

Optimization problems with uncertain black-box constraints, modeled by warped Gaussian processes, have recently been considered in the Bayesian optimization setting. This work introduces a new class of constraints in which the same…

Optimization and Control · Mathematics 2020-06-16 Johannes Wiebe , Inês Cecílio , Jonathan Dunlop , Ruth Misener

The applications of artificial intelligence (AI) are rapidly evolving, and they are also commonly used in safety-critical domains, such as autonomous driving and medical diagnosis, where functional safety is paramount. In AI-driven systems,…

Machine Learning · Computer Science 2024-05-12 Soyed Tuhin Ahmed , Michael Hefenbrock , Mehdi B. Tahoori

In this paper, we introduce a probabilistic approach to risk assessment of robot systems by focusing on the impact of uncertainties. While various approaches to identifying systematic hazards (e.g., bugs, design flaws, etc.) can be found in…

Robotics · Computer Science 2024-10-28 Woo-Jeong Baek , Tom P. Huck , Joschka Haas , Jonas Lewandrowski , Tamim Asfour , Torsten Kröger

Rare events in Stochastic Vector Addition System (VAS) are of significant interest because, while extremely unlikely, they may represent undesirable behavior that can have adverse effects. Their low probabilities and potentially extremely…

Formal Languages and Automata Theory · Computer Science 2025-07-24 Joshua Jeppson , Landon Taylor , Bingqing Hu , Zhen Zhang

We propose a technique called Optimal Analysis-Specific Importance Sampling (OASIS) to reduce the number of simulated events required for a high-energy experimental analysis to reach a target sensitivity. We provide recipes to obtain the…

High Energy Physics - Phenomenology · Physics 2021-02-17 Konstantin T. Matchev , Prasanth Shyamsundar

Deep Learning has become overly complicated and has enjoyed stellar success in solving several classical problems like image classification, object detection, etc. Several methods for explaining these decisions have been proposed. Black-box…

Computer Vision and Pattern Recognition · Computer Science 2021-11-29 Siddhant Agarwal , Owais Iqbal , Sree Aditya Buridi , Madda Manjusha , Abir Das

Weather extremes pose major societal risks, especially in a changing climate, but due to their rarity, they are difficult to study using limited observations or complex climate models. We introduce AI+RES, a framework coupling fast AI…

This paper considers the problem of evaluating an autonomous system's competency in performing a task, particularly when working in dynamic and uncertain environments. The inherent opacity of machine learning models, from the perspective of…

Robotics · Computer Science 2024-01-11 Akash Ratheesh , Ofer Dagan , Nisar R. Ahmed , Jay McMahon

I give an overview of rare event simulation techniques to generate dynamical pathways across high free energy barriers. The methods on which I will concentrate are the reactive flux approach, transition path sampling, (replica-exchange)…

Statistical Mechanics · Physics 2015-03-17 Titus S. van Erp

With increasing reliance on the outcomes of black-box models in critical applications, post-hoc explainability tools that do not require access to the model internals are often used to enable humans understand and trust these models. In…

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…

Machine Learning · Statistics 2017-11-07 Balaji Lakshminarayanan , Alexander Pritzel , Charles Blundell

A probabilistic performance-oriented control design optimization approach is introduced for flight systems. Aiming at estimating rare-event probabilities accurately and efficiently, subset simulation is combined with surrogate modeling…

Systems and Control · Electrical Eng. & Systems 2021-04-20 Dalong Shi , Florian Holzapfel

Reliable probability estimation is of crucial importance in many real-world applications where there is inherent (aleatoric) uncertainty. Probability-estimation models are trained on observed outcomes (e.g. whether it has rained or not, or…

Importance sampling is one of the most widely used variance reduction strategies in Monte Carlo rendering. In this paper, we propose a novel importance sampling technique that uses a neural network to learn how to sample from a desired…

Machine Learning · Computer Science 2024-03-25 Quan Zheng , Matthias Zwicker

Statistical model checking avoids the exponential growth of states associated with probabilistic model checking by estimating properties from multiple executions of a system and by giving results within confidence bounds. Rare properties…

Performance · Computer Science 2012-01-26 Cyrille Jégourel , Axel Legay , Sean Sedwards

In recent years, Artificial Intelligence (AI) algorithms have been proven to outperform traditional statistical methods in terms of predictivity, especially when a large amount of data was available. Nevertheless, the "black box" nature of…

Machine Learning · Statistics 2021-10-14 Nicola Picchiotti , Marco Gori