Rare-Event Simulation and Counting Problems
نویسندگان
چکیده
منابع مشابه
Efficient Importance Sampling for Binary Contingency Tables
Importance sampling has been reported to produce algorithms with excellent empirical performance in counting problems. However, the theoretical support for its efficiency in these applications has been very limited. In this paper, we propose a methodology that can be used to design efficient importance sampling algorithms for counting and test their efficiency rigorously. We apply our technique...
متن کاملAn Efficient Algorithm for Rare-event Probability Estimation, Combinatorial Optimization, and Counting
Although importance sampling is an established and effective sampling and estimation technique, it becomes unstable and unreliable for highdimensional problems. The main reason is that the likelihood ratio in the importance sampling estimator degenerates when the dimension of the problem becomes large. Various remedies to this problem have been suggested, including heuristics such as resampling...
متن کاملAn algorithm for rare-event probability estimation using the product rule of probability theory
Although importance sampling is an established and effective sampling and estimation technique, it becomes unstable and unreliable for highdimensional problems. The main reason is that the likelihood ratio in the importance sampling estimator degenerates when the dimension of the problem becomes large. Various remedies to this problem have been suggested, including heuristics such as resampling...
متن کاملCounting the number of Sudoku’s by importance sampling simulation
Stochastic simulation can be applied to estimate the number of feasible solutions in a combinatorial problem. This idea will be illustrated to count the number of possible Sudoku grids. It will be argued why this becomes a rare-event simulation, and how an importance sampling algorithm resolves this difficulty.
متن کاملP42: OCD in Children
Unfortunately, many people, including many psychotherapists, mistakenly think that Obsessive-compulsive disorder (OCD) in children and adolescents is rare. Recent research indicates that approximately half of all adults with OCD experience clinical symptoms of the disorder during their childhood. OCD in childhood is a chronic and distressing disorder that can lead to severe impairments in socia...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2009