11 citations · 11 across the 3 of their papers we have counts for
3 papers
Fluctuations of Rare Event Simulation with Monte Carlo Splitting in the Small Noise Asymptotics
Frédéric Cérou, Sofiane Martel, Mathias Rousset
Diffusion processes with small noise conditioned to reach a target set are considered. The AMS algorithm is a Monte Carlo method that is used to sample such rare events by iterativ…
Entropy minimizing distributions are worst-case optimal importance proposals
Frédéric Cérou, Patrick Héas, Mathias Rousset
Importance sampling of target probability distributions belonging to a given convex class is considered. Motivated by previous results, the cost of importance sampling is quantifie…
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…