{"id":"https://openalex.org/W2757923034","doi":"https://doi.org/10.1109/tac.2017.2758171","title":"Importance Splitting for Finite-Time Rare Event Simulation","display_name":"Importance Splitting for Finite-Time Rare Event Simulation","publication_year":2017,"publication_date":"2017-09-29","ids":{"openalex":"https://openalex.org/W2757923034","doi":"https://doi.org/10.1109/tac.2017.2758171","mag":"2757923034"},"language":"en","primary_location":{"id":"doi:10.1109/tac.2017.2758171","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2017.2758171","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic Control","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5009197679","display_name":"Guangxin Jiang","orcid":"https://orcid.org/0000-0002-2604-7750"},"institutions":[{"id":"https://openalex.org/I113940042","display_name":"Shanghai University","ror":"https://ror.org/006teas31","country_code":"CN","type":"education","lineage":["https://openalex.org/I113940042"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Guangxin Jiang","raw_affiliation_strings":["Shanghai University, Shanghai, Shanghai, CN"],"affiliations":[{"raw_affiliation_string":"Shanghai University, Shanghai, Shanghai, CN","institution_ids":["https://openalex.org/I113940042"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5000889975","display_name":"Michael C. Fu","orcid":"https://orcid.org/0000-0003-2105-4932"},"institutions":[{"id":"https://openalex.org/I66946132","display_name":"University of Maryland, College Park","ror":"https://ror.org/047s2c258","country_code":"US","type":"education","lineage":["https://openalex.org/I66946132"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Michael C. Fu","raw_affiliation_strings":["University of Maryland at College Park, College Park, MD, US"],"affiliations":[{"raw_affiliation_string":"University of Maryland at College Park, College Park, MD, US","institution_ids":["https://openalex.org/I66946132"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5009197679"],"corresponding_institution_ids":["https://openalex.org/I113940042"],"apc_list":null,"apc_paid":null,"fwci":5.6832,"has_fulltext":false,"cited_by_count":26,"citation_normalized_percentile":{"value":0.96040528,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"63","issue":"6","first_page":"1760","last_page":"1767"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9884999990463257,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9872000217437744,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.7989107370376587},{"id":"https://openalex.org/keywords/truncation","display_name":"Truncation (statistics)","score":0.7976059317588806},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5655614137649536},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5202309489250183},{"id":"https://openalex.org/keywords/event","display_name":"Event (particle physics)","score":0.5078809857368469},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.47069859504699707},{"id":"https://openalex.org/keywords/sample","display_name":"Sample (material)","score":0.4260762631893158},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.41977640986442566},{"id":"https://openalex.org/keywords/rare-events","display_name":"Rare events","score":0.4103946387767792},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.1890711784362793},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.05737331509590149}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7989107370376587},{"id":"https://openalex.org/C106195933","wikidata":"https://www.wikidata.org/wiki/Q7847935","display_name":"Truncation (statistics)","level":2,"score":0.7976059317588806},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5655614137649536},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5202309489250183},{"id":"https://openalex.org/C2779662365","wikidata":"https://www.wikidata.org/wiki/Q5416694","display_name":"Event (particle physics)","level":2,"score":0.5078809857368469},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.47069859504699707},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.4260762631893158},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.41977640986442566},{"id":"https://openalex.org/C2777317252","wikidata":"https://www.wikidata.org/wiki/Q18393516","display_name":"Rare events","level":2,"score":0.4103946387767792},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1890711784362793},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.05737331509590149},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tac.2017.2758171","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2017.2758171","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic Control","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1832617541","display_name":null,"funder_award_id":"11171256","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":33,"referenced_works":["https://openalex.org/W120657614","https://openalex.org/W1505324634","https://openalex.org/W1967621367","https://openalex.org/W1975974871","https://openalex.org/W1984464021","https://openalex.org/W1990674830","https://openalex.org/W2015202927","https://openalex.org/W2034107358","https://openalex.org/W2037393162","https://openalex.org/W2042802393","https://openalex.org/W2047158715","https://openalex.org/W2079947772","https://openalex.org/W2082317778","https://openalex.org/W2096470503","https://openalex.org/W2125054206","https://openalex.org/W2133499692","https://openalex.org/W2151697049","https://openalex.org/W2154151239","https://openalex.org/W2160967439","https://openalex.org/W2171952443","https://openalex.org/W2254952565","https://openalex.org/W2473821044","https://openalex.org/W2576476641","https://openalex.org/W2578947135","https://openalex.org/W2746505565","https://openalex.org/W2753503033","https://openalex.org/W2963919440","https://openalex.org/W3098137192","https://openalex.org/W3121285533","https://openalex.org/W4230150352","https://openalex.org/W4231657620","https://openalex.org/W4240753362","https://openalex.org/W6630246663"],"related_works":["https://openalex.org/W1974935850","https://openalex.org/W2074350688","https://openalex.org/W4287880334","https://openalex.org/W4366700029","https://openalex.org/W4285230481","https://openalex.org/W3158981924","https://openalex.org/W4385769873","https://openalex.org/W2015759683","https://openalex.org/W4327996295","https://openalex.org/W2969346978"],"abstract_inverted_index":{"In":[0],"this":[1],"note,":[2],"a":[3,49],"general":[4],"framework":[5],"is":[6,26,42,52],"proposed":[7,43],"for":[8],"using":[9],"importance":[10],"splitting":[11,24,32,60,69],"to":[12,44,54],"estimate":[13],"rare":[14],"event":[15],"probabilities":[16],"with":[17,38],"finite-time":[18],"constraints.":[19],"We":[20],"prove":[21],"that":[22],"the":[23,30,56,65,68,72,75],"estimator":[25,37],"unbiased":[27,36],"and":[28,48,59,71],"characterize":[29],"optimal":[31,57],"curves.":[33,61],"A":[34],"new":[35,76],"truncated":[39],"sample":[40],"paths":[41],"improve":[45],"computational":[46],"efficiency,":[47],"pilot":[50],"algorithm":[51],"provided":[53],"determine":[55],"truncation":[58],"Numerical":[62],"examples":[63],"illustrate":[64],"optimality":[66],"of":[67,74],"curves":[70],"effectiveness":[73],"estimator.":[77]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":7},{"year":2019,"cited_by_count":12},{"year":2018,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
