2 citations · 2 across the 1 of their papers we have counts for
2 papers
stat.CO2019★ 2 cited
Application of the interacting particle system method to piecewise deterministic Markov processes used in reliability
H. Chraibi, A. Dutfoy, T. Galtier +1
Variance reduction methods are often needed for the reliability assessment of complex industrial systems, we focus on one variance reduction method in a given context, that is the…
math.ST2018
Optimal input potential functions in the interacting particle system method
H. Chraibi, A. Dutfoy, T. Galtier +1
The assessment of the probability of a rare event with a naive Monte-Carlo method is computationally intensive, so faster estimation or variance reduction methods are needed. We fo…