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math.PR2021
Recursive Estimation of a Failure Probability for a Lipschitz Function
Lucie Bernard, Albert Cohen, Arnaud Guyader +1
Let g : = [0, 1] d R denote a Lipschitz function that can be evaluated at each point, but at the price of a heavy computational time. Let X stand for a random var…
math.PR2012★ 11 cited
On the length of one-dimensional reactive paths
Frédéric Cérou, Arnaud Guyader, Tony Lelièvre +1
Motivated by some numerical observations on molecular dynamics simulations, we analyze metastable trajectories in a very simplecsetting, namely paths generated by a one-dimensional…