Related papers: Flow to Rare Events: An Application of Normalizing…
Solving decision problems in complex, stochastic environments is often achieved by estimating the expected outcome of decisions via Monte Carlo sampling. However, sampling may overlook rare, but important events, which can severely impact…
Importance sampling is a rare event simulation technique used in Monte Carlo simulations to bias the sampling distribution towards the rare event of interest. By assigning appropriate weights to sampled points, importance sampling allows…
A rare event is defined by a low probability of occurrence. Accurate estimation of such small probabilities is of utmost importance across diverse domains. Conventional Monte Carlo methods are inefficient, demanding an exorbitant number of…
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.…
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…
Understanding the dynamics of complex molecular processes is often linked to the study of infrequent transitions between long-lived stable states. The standard approach to the sampling of such rare events is to generate an ensemble of…
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…
While recent developments in autonomous vehicle (AV) technology highlight substantial progress, we lack tools for rigorous and scalable testing. Real-world testing, the $\textit{de facto}$ evaluation environment, places the public in…
Importance sampling has been known as a powerful tool to reduce the variance of Monte Carlo estimator for rare event simulation. Based on the criterion of minimizing the variance of Monte Carlo estimator within a parametric family, we…
A popular way to plan trajectories in dynamic urban scenarios for Autonomous Vehicles is to rely on explicitly specified and hand crafted cost functions, coupled with random sampling in the trajectory space to find the minimum cost…
Survival analysis, or time-to-event modelling, is a classical statistical problem that has garnered a lot of interest for its practical use in epidemiology, demographics or actuarial sciences. Recent advances on the subject from the point…
Rare events in molecular dynamics are often related to noise-induced transitions between different macroscopic states (e.g., in protein folding). A common feature of these rare transitions is that they happen on timescales that are on…
Autonomous Vehicles (AVs) are often tested in simulation to estimate the probability they will violate safety specifications. Two common issues arise when using existing techniques to produce this estimation: If violations occur rarely,…
This paper proposes a new framework based on joint statistical models for evaluating risks of automated vehicles in a naturalistic driving environment. The previous studies on the Accelerated Evaluation for automated vehicles are extended…
Alongside optimization-based planners, sampling-based approaches are often used in trajectory planning for autonomous driving due to their simplicity. Model predictive path integral control is a framework that builds upon optimization…
This paper introduces a new Importance Sampling scheme, called Adaptive Twisted Importance Sampling, which is adequate for the improved estimation of rare event probabilities in he range of moderate deviations pertaining to the empirical…
Hamiltonian Flow Monte Carlo(HFMC) methods have been implemented in engineering, biology and chemistry. HFMC makes large gradient based steps to rapidly explore the state space. The application of the Hamiltonian dynamics allows to estimate…
Safety-critical scenarios are essential for the development of autonomous vehicles (AVs) but are rare in real-world driving data. While simulation offers a way to generate such scenarios, manually designed test cases lack scalability, and…
Very often when studying non-equilibrium systems one is interested in analysing dynamical behaviour that occurs with very low probability, so called rare events. In practice, since rare events are by definition atypical, they are often…
Precise trajectory prediction in complex driving scenarios is essential for autonomous vehicles. In practice, different driving scenarios present varying levels of difficulty for trajectory prediction models. However, most existing research…