论文信息 - A spatial averaging approach to rare-event sampling

A spatial averaging approach to rare-event sampling

We describe a method for treating the sparse or rare-event sampling problem. Our approach is based on the introduction of a family of modified importance functions, functions that are related to but easier to sample than the original statistical distribution. We quantify the performance of the approach for a series of example problems using an asymptotic convergence analysis based on transition matrix methods.

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