most citedApplication of the interacting particle system method to piecewise deterministic Markov processes used in reliability

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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…