Imagen de Portada

Surrogate-Guided Adaptive Importance Sampling for Failure Probability Estimation

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Renganathan, Ashwin, Booth, Annie S.
Formato:	Preprint
Publicado:	2026
Materias:	Computation Probability
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Two-stage Design for Failure Probability Estimation with Gaussian Process Surrogates
por: Booth, Annie S., et al.
Publicado: (2024)

Importance Sampling Approximation of Sequence Evolution Models with Site-Dependence
por: Mathews, Joseph, et al.
Publicado: (2025)

Contour Location for Reliability in Airfoil Simulation Experiments using Deep Gaussian Processes
por: Booth, Annie S., et al.
Publicado: (2023)

Efficient Importance Sampling for Wrong Exit Probabilities over Combinatorially Many Rare Regions
por: Song, Yanglei, et al.
Publicado: (2025)

Langevin Bi-fidelity Importance Sampling for Failure Probability Estimation
por: Cheng, Nuojin, et al.
Publicado: (2025)

Ergodicity of an Adaptive MCMC Sampler under a Probability Bound
por: Chotard, Alexandre
Publicado: (2026)

Credible Intervals for Probability of Failure with Gaussian Processes
por: Sorokin, Aleksei G., et al.
Publicado: (2023)

Liouville Flow Importance Sampler
por: Tian, Yifeng, et al.
Publicado: (2024)

Simulation Model Calibration with Dynamic Stratification and Adaptive Sampling
por: Jain, Pranav, et al.
Publicado: (2024)

The Probability Spaces of QuickSort
por: Nadareishvili, George, et al.
Publicado: (2025)

Large Deviations Inequalities for Unequal Probability Sampling Without Replacement
por: Foster, Dean P., et al.
Publicado: (2024)

Efficient Importance Sampling under Heston Model: Short Maturity and Deep Out-of-the-Money Options
por: Tu, Yun-Feng, et al.
Publicado: (2025)

The Importance Markov Chain
por: Andral, Charly, et al.
Publicado: (2022)

From Minimax Optimal Importance Sampling to Uniformly Ergodic Importance-tempered MCMC
por: Zhou, Quan
Publicado: (2025)

Importance Sampling for the Extremal Eigenvalue of $β$-Jacobi ensemble
por: Ma, Yutao, et al.
Publicado: (2024)

Asymptotic Probabilities of Attaining the Maximum in Heterogeneous Gaussian Samples
por: Zhang, Chunxu, et al.
Publicado: (2026)

Stochastic Derivative Estimation for Discontinuous Sample Performances: A Leibniz Integration Perspective
por: Ren, Xingyu, et al.
Publicado: (2025)

Importance Corrected Neural JKO Sampling
por: Hertrich, Johannes, et al.
Publicado: (2024)

Inconsistency Probability of Sparse Equations over F2
por: Horak, P., et al.
Publicado: (2026)

Multifidelity Cross-validation
por: Renganathan, S. Ashwin, et al.
Publicado: (2024)

$\texttt{CRLS}$: Convolutional Regularized Least Squares Framework for Reduced Order Modeling of Transonic Flows
por: Bilal, Muhammad, et al.
Publicado: (2025)

The Wasserstein cost of Importance Sampling
por: Coste, Simon, et al.
Publicado: (2026)

Optimal Union Probability Interval Is NP-Hard
por: Kaski, Petteri, et al.
Publicado: (2026)

Regenerative Rejection Sampling
por: Bozzi, Tommaso
Publicado: (2026)

Topics in Probability, Parametric Estimation and Stochastic Calculus
por: de Lima, Levi Lopes
Publicado: (2025)

The Continuous Rank Probability Score of a Generalized Beta-Prime Distribution and Some Special Cases
por: LeDuc, Matthew
Publicado: (2026)

Adaptive Learning via Off-Model Training and Importance Sampling for Fully Non-Markovian Optimal Stochastic Control. Complete version
por: Leão, Dorival, et al.
Publicado: (2026)

Sampling with time-changed Markov processes
por: Bertazzi, Andrea, et al.
Publicado: (2025)

Adaptive Reduced Multilevel Splitting
por: Cérou, Frédéric, et al.
Publicado: (2023)

When Machine Learning Meets Importance Sampling: A More Efficient Rare Event Estimation Approach
por: Zhao, Ruoning, et al.
Publicado: (2025)

Fast Algorithm for Calculating Probability of Chess Winning Streaks
por: Diao, Guoqing
Publicado: (2025)

Probability Bracket Notation, Markov Chains, Stochastic Processes, and Microscopic Probabilistic Processes
por: Wang, Xing M.
Publicado: (2007)

A Short Report on Importance Sampling for Rare Event Simulation in Diffusions
por: Gao, Zhiwei
Publicado: (2025)

Quantum Estimation of Delay Tail Probabilities in Scheduling and Load Balancing
por: Srikant, R.
Publicado: (2026)

Sheaves of Probability
por: Biesel, Owen D.
Publicado: (2024)

Flow Annealed Importance Sampling Bootstrap meets Differentiable Particle Physics
por: Kofler, Annalena, et al.
Publicado: (2024)

Fast Collision Probability Estimation for Automated Driving using Multi-circular Shape Approximations
por: Tolksdorf, Leon, et al.
Publicado: (2024)

Likelihood Level Adapted Estimation of Marginal Likelihood for Bayesian Model Selection
por: De, Subhayan, et al.
Publicado: (2025)

An Interval Type-2 Version of Bayes Theorem Derived from Interval Probability Range Estimates Provided by Subject Matter Experts
por: Rickard, John T., et al.
Publicado: (2025)

Estimating stationary mass, frequency by frequency
por: Nakul, Milind, et al.
Publicado: (2025)