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Campo DC | Valor | Lengua/Idioma |
---|---|---|
dc.provenance | CONICET | - |
dc.creator | Budde, Carlos Esteban | - |
dc.creator | D'argenio, Pedro Ruben | - |
dc.creator | Hermanns, Holger | - |
dc.date | 2019-02-04T18:36:10Z | - |
dc.date | 2019-02-04T18:36:10Z | - |
dc.date | 2015-08 | - |
dc.date | 2019-02-04T13:14:52Z | - |
dc.date.accessioned | 2019-04-29T15:37:04Z | - |
dc.date.available | 2019-04-29T15:37:04Z | - |
dc.date.issued | 2015-08 | - |
dc.identifier | Budde, Carlos Esteban; D'argenio, Pedro Ruben; Hermanns, Holger; Rare event simulation with fully automated importance splitting; Springer; Lecture Notes in Computer Science; 9272; 8-2015; 275-290 | - |
dc.identifier | 0302-9743 | - |
dc.identifier | http://hdl.handle.net/11336/69334 | - |
dc.identifier | CONICET Digital | - |
dc.identifier | CONICET | - |
dc.identifier.uri | http://rodna.bn.gov.ar:8080/jspui/handle/bnmm/297827 | - |
dc.description | Probabilistic model checking is a powerful tool for analysing probabilistic systems but it can only be efficiently applied to Markov models. Monte Carlo simulation provides an alternative for the generality of stochastic processes, but becomes infeasible if the value to estimate depends on the occurrence of rare events. To combat this problem, intelligent simulation strategies exist to lower the estimation variance and hence reduce the simulation time. Importance splitting is one such technique, but requires a guiding function typically defined in an ad hoc fashion by an expert in the field. We present an automatic derivation of the importance function from the model description. A prototypical tool was developed and tested on several Markov models, compared to analytically and numerically calculated results and to results of typical ad hoc importance functions, showing the feasibility and efficiency of this approach. The technique is easily adapted to general models like GSMPs. | - |
dc.description | Fil: Budde, Carlos Esteban. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba; Argentina. Universidad Nacional de Córdoba. Facultad de Matemática, Astronomía y Física; Argentina | - |
dc.description | Fil: D'argenio, Pedro Ruben. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba; Argentina. Universidad Nacional de Córdoba. Facultad de Matemática, Astronomía y Física; Argentina | - |
dc.description | Fil: Hermanns, Holger. Universitat Saarland; Alemania | - |
dc.format | application/pdf | - |
dc.format | application/pdf | - |
dc.language | eng | - |
dc.publisher | Springer | - |
dc.relation | info:eu-repo/semantics/altIdentifier/doi/https://dx.doi.org/10.1007/978-3-319-23267-6_18 | - |
dc.relation | info:eu-repo/semantics/altIdentifier/url/https://link.springer.com/chapter/10.1007/978-3-319-23267-6_18 | - |
dc.rights | info:eu-repo/semantics/restrictedAccess | - |
dc.rights | https://creativecommons.org/licenses/by-nc-sa/2.5/ar/ | - |
dc.source | reponame:CONICET Digital (CONICET) | - |
dc.source | instname:Consejo Nacional de Investigaciones Científicas y Técnicas | - |
dc.source | instacron:CONICET | - |
dc.source.uri | http://hdl.handle.net/11336/69334 | - |
dc.subject | RARE EVENT SIMULATION | - |
dc.subject | IMPORTANCE SPLITTING | - |
dc.subject | RESTART | - |
dc.subject | STATISTICAL MODEL CHECKING | - |
dc.subject | Ciencias de la Computación | - |
dc.subject | Ciencias de la Computación e Información | - |
dc.subject | CIENCIAS NATURALES Y EXACTAS | - |
dc.title | Rare event simulation with fully automated importance splitting | - |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/publishedVersion | - |
dc.type | info:ar-repo/semantics/articulo | - |
Aparece en las colecciones: | CONICET |
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