Extreme density level set estimation for input-output functions via the adaptive splitting technique

نویسندگان

  • Rudy Pastel
  • Jérôme Morio
  • François Le Gland
چکیده

In order to estimate the minimum volume set of a probability very close to zero, a plug-in estimator of density level set is built based on the adaptive splitting technique, a rare event dedicated probability technique. This algorithm is the main novelty of this paper. It is applied on the realistic estimation of a booster fallout zone.

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عنوان ژورنال:
  • J. Comput. Science

دوره 6  شماره 

صفحات  -

تاریخ انتشار 2015