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Rare event probability estimation for connectivity of large random graphs | IEEE Conference Publication | IEEE Xplore

Rare event probability estimation for connectivity of large random graphs


Abstract:

Spatial statistical models are of considerable practical and theoretical interest. However, there has been little work on rare-event probability estimation for such model...Show More

Abstract:

Spatial statistical models are of considerable practical and theoretical interest. However, there has been little work on rare-event probability estimation for such models. In this paper we present a conditional Monte Carlo algorithm for the estimation of the probability that random graphs related to Bernoulli and continuum percolation are connected. Numerical results are presented showing that the conditional Monte Carlo estimators significantly outperform the crude simulation estimators.
Date of Conference: 07-10 December 2014
Date Added to IEEE Xplore: 26 January 2015
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Conference Location: Savannah, GA, USA

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