Niching Importance Sampling for Multi-modal Rare-event Simulation
Computation
2026-04-09 v1
Abstract
This paper proposes niching importance sampling, a framework that combines concepts from reliability analysis, e.g. Markov chains, importance sampling, and relative cross entropy minimisation, with niching techniques from evolutionary multi-modal optimisation. The result is a highly robust estimator of the probability of failure, that can tackle sampling challenges posed by the underlying geometry of a reliability problem. Niching importance sampling is tested on a range of numerical examples and is shown to consistently avoid the degenerate behaviour observed for existing reliability methods on several multi-modal performance functions.
Cite
@article{arxiv.2604.06417,
title = {Niching Importance Sampling for Multi-modal Rare-event Simulation},
author = {Hugh J. Kinnear and F. A. DiazDelaO},
journal= {arXiv preprint arXiv:2604.06417},
year = {2026}
}