4 citations · 11 across the 12 of their papers we have counts for
12 papers
Hierarchical Importance Sampling for Estimating Occupation Time for SDE Solutions
Eya Ben Amar, Nadhir Ben Rached, Raul Tempone
This study considers the estimation of the complementary cumulative distribution function of the occupation time (i.e., the time spent below a threshold) for a process governed by…
Optimal power procurement for green cellular wireless networks under uncertainty and chance constraints
Nadhir Ben Rached, Shyam Mohan Subbiah Pillai, Raúl Tempone
Given the increasing global emphasis on sustainable energy usage and the rising energy demands of cellular wireless networks, this work seeks an optimal short-term, continuous-time…
Forward Propagation of Low Discrepancy Through McKean-Vlasov Dynamics: From QMC to MLQMC
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone +1
This work develops a particle system addressing the approximation of McKean-Vlasov stochastic differential equations (SDEs). The novelty of the approach lies in involving low discr…
A Fast and Accurate Numerical Method for the Left Tail of Sums of Independent Random Variables
Nadhir Ben Rached, Håkon Hoel, Johannes Vincent Meo
We present a flexible, deterministic numerical method for computing left-tail rare events of sums of non-negative, independent random variables. The method is based on iterative nu…
Automated Importance Sampling via Optimal Control for Stochastic Reaction Networks: A Markovian Projection-based Approach
Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone +1
We propose a novel alternative approach to our previous work (Ben Hammouda et al., 2023) to improve the efficiency of Monte Carlo (MC) estimators for rare event probabilities for s…
Learning-Based Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks
Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone +1
We explore efficient estimation of statistical quantities, particularly rare event probabilities, for stochastic reaction networks. Consequently, we propose an importance sampling…
Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks
Chiheb Ben Hammouda, Nadhir Ben Rached, Raul Tempone
The multilevel Monte Carlo (MLMC) method for continuous-time Markov chains, first introduced by Anderson and Higham (SIAM Multiscal Model. Simul. 10(1), 2012), is a highly efficien…
A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems
Nadhir Ben Rached, Daniel MacKinlay, Zdravko Botev +2
We propose a unified rare-event estimator for the performance evaluation of wireless communication systems. The estimator is derived from the well-known multilevel splitting algori…
An Accurate Sample Rejection Estimator for the Estimation of Outage Probability of EGC Receivers
Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini +1
In this work, we evaluate the outage probability (OP) for L-branch equal gain combining (EGC) diversity receivers operating over fading channels, i.e. equivalently the cumulative d…
On the Efficient Simulation of the Left-Tail of the Sum of Correlated Log-normal Variates
Mohamed-Slim Alouini, Nadhir Ben Rached, Abla Kammoun +1
The sum of Log-normal variates is encountered in many challenging applications such as in performance analysis of wireless communication systems and in financial engineering. Sever…
An Improved Hazard Rate Twisting Approach for the Statistic of the Sum of Subexponential Variates (Extended Version)
Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini +1
In this letter, we present an improved hazard rate twisting technique for the estimation of the probability that a sum of independent but not necessarily identically distributed su…
A Fast Simulation Method for the Sum of Subexponential Distributions
Nadhir Ben Rached, Fatma Benkhelifa, Abla Kammoun +2
Estimating the probability that a sum of random variables (RVs) exceeds a given threshold is a well-known challenging problem. Closed-form expression of the sum distribution is usu…