most citedA unified perspective on exponential tilt and bridge algorithms for rare trajectories of discrete Markov processes

4 citations · 7 across the 3 of their papers we have counts for

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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…

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…