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 MoreMetadata
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.
Published in: Proceedings of the Winter Simulation Conference 2014
Date of Conference: 07-10 December 2014
Date Added to IEEE Xplore: 26 January 2015
ISBN Information: