相关论文: Rare Event Simulation for non-Markovian repairable…

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…

The growing complexity of safety-relevant systems causes an increasing effort for safety assurance. The reduction of development costs and time-to-market, while guaranteeing safe operation, is therefore a major challenge. In order to enable…

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,…

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.…

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…

Fault Tree Analysis (FTA) is a prominent technique in industrial and scientific risk assessment. Repairable Fault Trees (RFT) enhance the classical Fault Tree (FT) model by introducing the possibility to describe complex dependent repairs…

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…

The importance of mission or safety critical software systems in many application domains of embedded systems is continuously growing, and so is the effort and complexity for reliability and safety analysis. Model driven development is…

In the field of structural reliability, the Monte-Carlo estimator is considered as the reference probability estimator. However, it is still untractable for real engineering cases since it requires a high number of runs of the model. In…

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…

We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…

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…

In this paper, we propose a sequential directional importance sampling (SDIS) method for rare event estimation. SDIS expresses a small failure probability in terms of a sequence of auxiliary failure probabilities, defined by magnifying the…

In this paper we address the problem of rare-event simulation for heavy-tailed L\'evy processes with infinite activities. We propose a strongly efficient importance sampling algorithm that builds upon the sample path large deviations for…

This paper presents a method for testing the decision making systems of autonomous vehicles. Our approach involves perturbing stochastic elements in the vehicle's environment until the vehicle is involved in a collision. Instead of applying…

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…

Multilevel Splitting methods, also called Sequential Monte-Carlo or \emph{Subset Simulation}, are widely used methods for estimating extreme probabilities of the form $P[S(\mathbf{U}) > q]$ where $S$ is a deterministic real-valued function…

The short-term reliability evaluation techniques provide a rational approach for risk-informed decision making during power system operation. The existing reliability assessment techniques involve large computational burden and therefore…

Validating safety-critical autonomous systems in high-dimensional domains such as robotics presents a significant challenge. Existing black-box approaches based on Markov chain Monte Carlo may require an enormous number of samples, while…

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)…