22 citations · 55 across the 22 of their papers we have counts for
24 papers
Optimal projection to improve parametric importance sampling in high dimension
Maxime ElMasri, Jérôme Morio, Florian Simatos
In this paper we propose a dimension-reduction strategy in order to improve the performance of importance sampling in high dimension. The idea is to estimate variance terms in a sm…
Singular perturbation for a two-class Processor-Sharing queue with impatience
R. Nasri, F. Simatos, A. Simonian
A two-class Processor-Sharing queue with one impatient class is studied. Local exponential decay rates for its stationary distribution (N, M) are established in the heavy traffic r…
Height and contour processes of Crump-Mode-Jagers forests (III): The binary, homogeneous universality class
Emmanuel Schertzer, Florian Simatos
This paper belongs to a series of papers aiming to investigate scaling limits of Crump-Mode-Jagers (CMJ) trees. In the previous two papers we identified general conditions under wh…
Improvement of the cross-entropy method in high dimension for failure probability estimation through a one-dimensional projection without gradient estimation
Maxime El-Masri, Jérôme Morio, Florian Simatos
Rare event probability estimation is an important topic in reliability analysis. Stochastic methods, such as importance sampling, have been developed to estimate such probabilities…
Simultaneous estimation of complementary moment independent sensitivity measures for reliability analysis
Pierre Derennes, Jerome Morio, Florian Simatos
In reliability-based design, the estimation of the failure probability is a crucial objective. However, focusing only on the occurrence of the failure event may be insufficient to…
Mobility can drastically improve the heavy traffic performance from 1/(1-rho) to -log(1-rho)
Florian Simatos, Alain Simonian
We study a model of wireless networks where users move at speed s, which has the original feature of being defined through a fixed-point equation. Namely, we start from a two-class…