8 citations · 9 across the 8 of their papers we have counts for
9 papers
Rare-Event Simulation of Outage Probability in GSC/MRC Systems under Rician Fading
Mahmoud Ghazal, Nadhir Ben Rached, Tareq Al-Naffouri
This paper studies the estimation of outage probability in GSC/MRC SIMO systems under Rician fading in the rare-event regime. The difficulty arises from the evaluation of the CDF o…
Importance sampling for rare event tracking within the ensemble Kalman filtering framework
Nadhir Ben Rached, Erik von Schwerin, Gaukhar Shaimerdenova +1
In this work we employ importance sampling (IS) techniques to track a small over-threshold probability of a running maximum associated with the solution of a stochastic differentia…
Stochastic differential equations for performance analysis of wireless communication systems
Eya Ben Amar, Nadhir Ben Rached, Raul Tempone +1
This paper addresses the difficulty of characterizing the time-varying nature of fading channels. The current time-invariant models often fall short of capturing and tracking these…
Multi-index importance sampling for McKean--Vlasov stochastic differential equations
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai +1
This work addresses the estimation of rare-event quantities expressed as expectations of smooth observables of solutions to a broad class of McKean--Vlasov stochastic differential…
Multilevel Importance Sampling for Rare Events Associated With the McKean--Vlasov Equation
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai +1
This work combines multilevel Monte Carlo (MLMC) with importance sampling to estimate rare-event quantities that can be expressed as the expectation of a Lipschitz observable of th…
Double-Loop Importance Sampling for McKean--Vlasov Stochastic Differential Equation
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai +1
This paper investigates Monte Carlo (MC) methods to estimate probabilities of rare events associated with solutions to the -dimensional McKean-Vlasov stochastic differential equ…
State-dependent Importance Sampling for Estimating Expectations of Functionals of Sums of Independent Random Variables
Eya Ben Amar, Nadhir Ben Rached, Abdul-Lateef Haji-Ali +1
Estimating the expectations of functionals applied to sums of random variables (RVs) is a well-known problem encountered in many challenging applications. Generally, closed-form ex…
Efficient Importance Sampling for Large Sums of Independent and Identically Distributed Random Variables
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Gerardo Rubino +1
We discuss estimating the probability that the sum of nonnegative independent and identically distributed random variables falls below a given threshold, i.e., $\mathbb{P}(\sum_{i=…
On the Sum of Order Statistics and Applications to Wireless Communication Systems Performances
Nadhir Ben Rached, Zdravko Botev, Abla Kammoun +2
We consider the problem of evaluating the cumulative distribution function (CDF) of the sum of order statistics, which serves to compute outage probability (OP) values at the outpu…