3 papers
stat.ME2026
A Taxonomy of Distance Metrics for Time-Sensitive Importance Splitting: Timer Bounds, Resampling, and the Global Age
Gabriel Dengler, Carlos E. Budde, Laura Carnevali
Importance splitting (ISPLIT) evaluates the probabilities of rare events in non-Markovian models. It requires a heuristic importance function (IFUN) that estimates the distance to…
cs.LO2025
Time-Sensitive Importance Splitting
Gabriel Dengler, Carlos E. Budde, Laura Carnevali +1
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 infor…
cs.LO2024
Transient Evaluation of Non-Markovian Models by Stochastic State Classes and Simulation
Gabriel Dengler, Laura Carnevali, Carlos E. Budde +1
Non-Markovian models have great expressive power, at the cost of complex analysis of the stochastic process. The method of Stochastic State Classes (SSCs) derives closed-form analy…