4 citations · 7 across the 3 of their papers we have counts for
3 papers
cond-mat.stat-mech2023★ 4 cited
A unified perspective on exponential tilt and bridge algorithms for rare trajectories of discrete Markov processes
Javier Aguilar, Riccardo Gatto
This article analyzes and compares two general techniques of rare event simulation for generating paths of Markov processes over fixed time horizons: exponential tilting and stocha…
physics.soc-ph2023★ 3 cited
Biased versus unbiased numerical methods for stochastic simulations
Javier Aguilar, Jose J. Ramasco, Raúl Toral
Approximate numerical methods are one of the most used strategies to extract information from many-interacting-agents systems. In particular, numerical approximations are of extend…
cond-mat.stat-mech2021
Sampling rare trajectories using stochastic bridges
Javier Aguilar, Joseph W. Baron, Tobias Galla +1
The numerical quantification of the statistics of rare events in stochastic processes is a challenging computational problem. We present a sampling method that constructs an ensemb…