Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
429350 | Journal of Computational Science | 2015 | 7 Pages |
Abstract
•Estimation of multidimensional quantile with a low simulation budget.•Development of an efficient importance splitting estimate.•Application to a realistic aerospace application.
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.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Rudy Pastel, Jérôme Morio, François Le Gland,