{"id":"https://openalex.org/W4237822111","doi":"https://doi.org/10.1109/wsc.2013.6721450","title":"Rare event simulation for stochastic fixed point equations related to the smoothing transformation","display_name":"Rare event simulation for stochastic fixed point equations related to the smoothing transformation","publication_year":2013,"publication_date":"2013-12-01","ids":{"openalex":"https://openalex.org/W4237822111","doi":"https://doi.org/10.1109/wsc.2013.6721450"},"language":"en","primary_location":{"id":"doi:10.1109/wsc.2013.6721450","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc.2013.6721450","pdf_url":null,"source":{"id":"https://openalex.org/S4363607809","display_name":"2013 Winter Simulations Conference (WSC)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2013 Winter Simulations 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/A5002349923","display_name":"Jeffrey F. Collamore","orcid":"https://orcid.org/0000-0001-6372-8152"},"institutions":[{"id":"https://openalex.org/I124055696","display_name":"University of Copenhagen","ror":"https://ror.org/035b05819","country_code":"DK","type":"education","lineage":["https://openalex.org/I124055696"]}],"countries":["DK"],"is_corresponding":true,"raw_author_name":"Jeffrey F. Collamore","raw_affiliation_strings":["Department of Mathematical Sciences, University of Copenhagen, Copenhagen, Denmark"],"affiliations":[{"raw_affiliation_string":"Department of Mathematical Sciences, University of Copenhagen, Copenhagen, Denmark","institution_ids":["https://openalex.org/I124055696"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5054904146","display_name":"Anand N. Vidyashankar","orcid":"https://orcid.org/0000-0001-8645-6372"},"institutions":[{"id":"https://openalex.org/I162714631","display_name":"George Mason University","ror":"https://ror.org/02jqj7156","country_code":"US","type":"education","lineage":["https://openalex.org/I162714631"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Anand N. Vidyashankar","raw_affiliation_strings":["Department of Statistics, Georgia Mason University, Fairfax, VA, U.S.A"],"affiliations":[{"raw_affiliation_string":"Department of Statistics, Georgia Mason University, Fairfax, VA, U.S.A","institution_ids":["https://openalex.org/I162714631"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5075015477","display_name":"Jie Xu","orcid":"https://orcid.org/0000-0003-1675-1821"},"institutions":[{"id":"https://openalex.org/I162714631","display_name":"George Mason University","ror":"https://ror.org/02jqj7156","country_code":"US","type":"education","lineage":["https://openalex.org/I162714631"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Jie Xu","raw_affiliation_strings":["Systems Engineering & Operations Research Department, Georgia Mason University, Fairfax, VA, U.S.A"],"affiliations":[{"raw_affiliation_string":"Systems Engineering & Operations Research Department, Georgia Mason University, Fairfax, VA, U.S.A","institution_ids":["https://openalex.org/I162714631"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5002349923"],"corresponding_institution_ids":["https://openalex.org/I124055696"],"apc_list":null,"apc_paid":null,"fwci":0.4811,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.64566929,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"555","last_page":"563"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9994999766349792,"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":0.9994999766349792,"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/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.998199999332428,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.9886999726295471,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cascade","display_name":"Cascade","score":0.7372158169746399},{"id":"https://openalex.org/keywords/smoothing","display_name":"Smoothing","score":0.711534857749939},{"id":"https://openalex.org/keywords/homogeneous","display_name":"Homogeneous","score":0.709533154964447},{"id":"https://openalex.org/keywords/sampling","display_name":"Sampling (signal processing)","score":0.6142154932022095},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.547956645488739},{"id":"https://openalex.org/keywords/point-process","display_name":"Point process","score":0.5392604470252991},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5191206336021423},{"id":"https://openalex.org/keywords/transformation","display_name":"Transformation (genetics)","score":0.5145139694213867},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.4885900616645813},{"id":"https://openalex.org/keywords/fixed-point","display_name":"Fixed point","score":0.4854179322719574},{"id":"https://openalex.org/keywords/importance-sampling","display_name":"Importance sampling","score":0.48280560970306396},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.4591270685195923},{"id":"https://openalex.org/keywords/event","display_name":"Event (particle physics)","score":0.44771260023117065},{"id":"https://openalex.org/keywords/rare-events","display_name":"Rare events","score":0.41519105434417725},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3880161643028259},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.37901875376701355},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.2185356616973877},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.17226487398147583},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.1709626019001007},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.1100708544254303},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.09674888849258423}],"concepts":[{"id":"https://openalex.org/C34146451","wikidata":"https://www.wikidata.org/wiki/Q5048094","display_name":"Cascade","level":2,"score":0.7372158169746399},{"id":"https://openalex.org/C3770464","wikidata":"https://www.wikidata.org/wiki/Q775963","display_name":"Smoothing","level":2,"score":0.711534857749939},{"id":"https://openalex.org/C66882249","wikidata":"https://www.wikidata.org/wiki/Q169336","display_name":"Homogeneous","level":2,"score":0.709533154964447},{"id":"https://openalex.org/C140779682","wikidata":"https://www.wikidata.org/wiki/Q210868","display_name":"Sampling (signal processing)","level":3,"score":0.6142154932022095},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.547956645488739},{"id":"https://openalex.org/C88871306","wikidata":"https://www.wikidata.org/wiki/Q7208287","display_name":"Point process","level":2,"score":0.5392604470252991},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5191206336021423},{"id":"https://openalex.org/C204241405","wikidata":"https://www.wikidata.org/wiki/Q461499","display_name":"Transformation (genetics)","level":3,"score":0.5145139694213867},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4885900616645813},{"id":"https://openalex.org/C61445026","wikidata":"https://www.wikidata.org/wiki/Q217608","display_name":"Fixed point","level":2,"score":0.4854179322719574},{"id":"https://openalex.org/C52740198","wikidata":"https://www.wikidata.org/wiki/Q1539564","display_name":"Importance sampling","level":3,"score":0.48280560970306396},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.4591270685195923},{"id":"https://openalex.org/C2779662365","wikidata":"https://www.wikidata.org/wiki/Q5416694","display_name":"Event (particle physics)","level":2,"score":0.44771260023117065},{"id":"https://openalex.org/C2777317252","wikidata":"https://www.wikidata.org/wiki/Q18393516","display_name":"Rare events","level":2,"score":0.41519105434417725},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3880161643028259},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.37901875376701355},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2185356616973877},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.17226487398147583},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.1709626019001007},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.1100708544254303},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.09674888849258423},{"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/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"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},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/wsc.2013.6721450","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc.2013.6721450","pdf_url":null,"source":{"id":"https://openalex.org/S4363607809","display_name":"2013 Winter Simulations Conference (WSC)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2013 Winter Simulations Conference (WSC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"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":13,"referenced_works":["https://openalex.org/W1955893215","https://openalex.org/W1976186789","https://openalex.org/W1977119878","https://openalex.org/W1977639250","https://openalex.org/W1977797338","https://openalex.org/W1991666828","https://openalex.org/W2005247156","https://openalex.org/W2012393290","https://openalex.org/W2040525329","https://openalex.org/W2073424978","https://openalex.org/W2120112281","https://openalex.org/W2963392592","https://openalex.org/W4244638572"],"related_works":["https://openalex.org/W2160389399","https://openalex.org/W2327846893","https://openalex.org/W1964876911","https://openalex.org/W4390961257","https://openalex.org/W4245061378","https://openalex.org/W1499907193","https://openalex.org/W2246249754","https://openalex.org/W4376653316","https://openalex.org/W1580385316","https://openalex.org/W1562576911"],"abstract_inverted_index":{"In":[0],"several":[1],"applications":[2],"arising":[3],"in":[4],"compute":[5],"science,":[6],"cascade":[7],"theory,":[8],"and":[9,41],"other":[10],"applied":[11],"areas,":[12],"it":[13],"is":[14],"of":[15,22,84],"interest":[16],"to":[17,55],"evaluate":[18],"the":[19,34,62,78,82],"tail":[20,39,79],"probabilities":[21,80],"non-homogeneous":[23,56,85],"stochastic":[24],"fixed":[25],"point":[26],"equations.":[27],"Recently,":[28],"techniques":[29,60],"have":[30],"been":[31],"developed":[32],"for":[33,45,76,81],"related":[35],"linear":[36],"recursions,":[37],"yielding":[38],"estimates":[40],"importance":[42,73],"sampling":[43,74],"methods":[44,50],"these":[46],"recursions.":[47,57,86],"However,":[48],"such":[49],"do":[51],"not":[52],"routinely":[53],"generalize":[54],"Drawing":[58],"on":[59],"from":[61],"weighted":[63],"branching":[64],"process":[65],"literature,":[66],"we":[67],"present":[68],"a":[69],"consistent,":[70],"strongly":[71],"efficient":[72],"algorithm":[75],"estimating":[77],"case":[83]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2014,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
