{"id":"https://openalex.org/W3147764951","doi":"https://doi.org/10.1109/wsc.2011.6147747","title":"Rare event simulation techniques","display_name":"Rare event simulation techniques","publication_year":2011,"publication_date":"2011-12-01","ids":{"openalex":"https://openalex.org/W3147764951","doi":"https://doi.org/10.1109/wsc.2011.6147747","mag":"3147764951"},"language":"en","primary_location":{"id":"doi:10.1109/wsc.2011.6147747","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc.2011.6147747","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2011 Winter Simulation Conference (WSC)","raw_type":"proceedings-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/A5011147039","display_name":"Jos\u00e9 Blanchet","orcid":"https://orcid.org/0000-0001-5895-0912"},"institutions":[{"id":"https://openalex.org/I78577930","display_name":"Columbia University","ror":"https://ror.org/00hj8s172","country_code":"US","type":"education","lineage":["https://openalex.org/I78577930"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Jose Blanchet","raw_affiliation_strings":["Columbia University, New York, NY, USA"],"affiliations":[{"raw_affiliation_string":"Columbia University, New York, NY, USA","institution_ids":["https://openalex.org/I78577930"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5071064725","display_name":"Henry Lam","orcid":"https://orcid.org/0000-0002-3193-563X"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Henry Lam","raw_affiliation_strings":["Boston University, Boston, MA, USA"],"affiliations":[{"raw_affiliation_string":"Boston University, Boston, MA, USA","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5011147039"],"corresponding_institution_ids":["https://openalex.org/I78577930"],"apc_list":null,"apc_paid":null,"fwci":3.3866,"has_fulltext":false,"cited_by_count":18,"citation_normalized_percentile":{"value":0.92577375,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"146","last_page":"160"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9997000098228455,"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":0.9997000098228455,"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":0.9918000102043152,"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/T10974","display_name":"Advanced Queuing Theory Analysis","score":0.9811999797821045,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6471166610717773},{"id":"https://openalex.org/keywords/event","display_name":"Event (particle physics)","score":0.5981327295303345},{"id":"https://openalex.org/keywords/state","display_name":"State (computer science)","score":0.5909781455993652},{"id":"https://openalex.org/keywords/rare-events","display_name":"Rare events","score":0.560122013092041},{"id":"https://openalex.org/keywords/lyapunov-function","display_name":"Lyapunov function","score":0.5492626428604126},{"id":"https://openalex.org/keywords/sampling","display_name":"Sampling (signal processing)","score":0.5272687673568726},{"id":"https://openalex.org/keywords/importance-sampling","display_name":"Importance sampling","score":0.4967349171638489},{"id":"https://openalex.org/keywords/discrete-event-simulation","display_name":"Discrete event simulation","score":0.41560861468315125},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3942055106163025},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.39418092370033264},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.39264246821403503},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3204779028892517},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2741885185241699},{"id":"https://openalex.org/keywords/simulation","display_name":"Simulation","score":0.1780598759651184},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.15479862689971924},{"id":"https://openalex.org/keywords/computer-vision","display_name":"Computer vision","score":0.09023970365524292},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.07242289185523987},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.0540066659450531},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.05114990472793579}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6471166610717773},{"id":"https://openalex.org/C2779662365","wikidata":"https://www.wikidata.org/wiki/Q5416694","display_name":"Event (particle physics)","level":2,"score":0.5981327295303345},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.5909781455993652},{"id":"https://openalex.org/C2777317252","wikidata":"https://www.wikidata.org/wiki/Q18393516","display_name":"Rare events","level":2,"score":0.560122013092041},{"id":"https://openalex.org/C60640748","wikidata":"https://www.wikidata.org/wiki/Q2337858","display_name":"Lyapunov function","level":3,"score":0.5492626428604126},{"id":"https://openalex.org/C140779682","wikidata":"https://www.wikidata.org/wiki/Q210868","display_name":"Sampling (signal processing)","level":3,"score":0.5272687673568726},{"id":"https://openalex.org/C52740198","wikidata":"https://www.wikidata.org/wiki/Q1539564","display_name":"Importance sampling","level":3,"score":0.4967349171638489},{"id":"https://openalex.org/C147203929","wikidata":"https://www.wikidata.org/wiki/Q574814","display_name":"Discrete event simulation","level":2,"score":0.41560861468315125},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3942055106163025},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.39418092370033264},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.39264246821403503},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3204779028892517},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2741885185241699},{"id":"https://openalex.org/C44154836","wikidata":"https://www.wikidata.org/wiki/Q45045","display_name":"Simulation","level":1,"score":0.1780598759651184},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.15479862689971924},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.09023970365524292},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.07242289185523987},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0540066659450531},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.05114990472793579},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/wsc.2011.6147747","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc.2011.6147747","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2011 Winter Simulation Conference (WSC)","raw_type":"proceedings-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.416.3376","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.416.3376","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.informs-sim.org/wsc11papers/013.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2386494968","display_name":"CAREER:  Efficient Monte Carlo Methods in Engineering and Science: From Coarse Analysis to Refined Estimators","funder_award_id":"0846816","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G5608897169","display_name":"AMC-SS:  Collaborative Research:  Stochastic Processes and Time Series Models: Algorithms, Asymptotics, and Phase Transitions","funder_award_id":"0806145","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G848032724","display_name":null,"funder_award_id":"Science","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G8743499831","display_name":"Efficient Monte Carlo Methods for Gaussian Random Fields","funder_award_id":"1069064","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":51,"referenced_works":["https://openalex.org/W1580385316","https://openalex.org/W1976485684","https://openalex.org/W1977691343","https://openalex.org/W1985912219","https://openalex.org/W1986452575","https://openalex.org/W2000521974","https://openalex.org/W2017015021","https://openalex.org/W2017036530","https://openalex.org/W2019055161","https://openalex.org/W2024309638","https://openalex.org/W2027181221","https://openalex.org/W2027477535","https://openalex.org/W2031575583","https://openalex.org/W2044829335","https://openalex.org/W2060859869","https://openalex.org/W2061071876","https://openalex.org/W2064423498","https://openalex.org/W2074715746","https://openalex.org/W2077846544","https://openalex.org/W2082293508","https://openalex.org/W2100757903","https://openalex.org/W2109380050","https://openalex.org/W2113666227","https://openalex.org/W2118479715","https://openalex.org/W2130185378","https://openalex.org/W2146083305","https://openalex.org/W2147019279","https://openalex.org/W2162407085","https://openalex.org/W2171557682","https://openalex.org/W2502254989","https://openalex.org/W2619974505","https://openalex.org/W2952201917","https://openalex.org/W3009870883","https://openalex.org/W3099598024","https://openalex.org/W3100817765","https://openalex.org/W3103555374","https://openalex.org/W4211042066","https://openalex.org/W4236039924","https://openalex.org/W4236669580","https://openalex.org/W4253187718","https://openalex.org/W4298226911","https://openalex.org/W4301258660","https://openalex.org/W4302856910","https://openalex.org/W4384342392","https://openalex.org/W6646836043","https://openalex.org/W6657492376","https://openalex.org/W6658606897","https://openalex.org/W6676667448","https://openalex.org/W6681791867","https://openalex.org/W6785470061","https://openalex.org/W6854200747"],"related_works":["https://openalex.org/W1964876911","https://openalex.org/W2160389399","https://openalex.org/W4376653316","https://openalex.org/W2116791275","https://openalex.org/W2742914308","https://openalex.org/W1499907193","https://openalex.org/W2246249754","https://openalex.org/W1580385316","https://openalex.org/W4390961257","https://openalex.org/W2102034078"],"abstract_inverted_index":{"We":[0],"discuss":[1],"rare":[2],"event":[3],"simulation":[4],"techniques":[5,28,37],"based":[6,51],"on":[7,52,60],"state-dependent":[8],"importance":[9],"sampling.":[10],"Classical":[11],"examples":[12],"and":[13,21,44,48,59],"counter-examples":[14],"are":[15,29,50],"shown":[16],"to":[17,31,41,54],"illustrate":[18],"the":[19,24],"reach":[20],"limitations":[22],"of":[23],"state-independent":[25],"approach.":[26],"State-dependent":[27],"helpful":[30],"deal":[32],"with":[33],"these":[34],"limitations.":[35],"These":[36],"can":[38],"be":[39],"applied":[40],"both":[42],"light":[43],"heavy":[45],"tailed":[46],"systems":[47],"often":[49],"subsolutions":[53],"an":[55],"associated":[56],"Isaacs":[57],"equation":[58],"Lyapunov":[61],"bounds.":[62]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":4},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":3},{"year":2017,"cited_by_count":1},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":3}],"updated_date":"2026-04-10T15:06:20.359241","created_date":"2025-10-10T00:00:00"}