{"id":"https://openalex.org/W1990674830","doi":"https://doi.org/10.1145/1225275.1225280","title":"Rare events, splitting, and quasi-Monte Carlo","display_name":"Rare events, splitting, and quasi-Monte Carlo","publication_year":2007,"publication_date":"2007-04-01","ids":{"openalex":"https://openalex.org/W1990674830","doi":"https://doi.org/10.1145/1225275.1225280","mag":"1990674830"},"language":"en","primary_location":{"id":"doi:10.1145/1225275.1225280","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1225275.1225280","pdf_url":null,"source":{"id":"https://openalex.org/S38703467","display_name":"ACM Transactions on Modeling and Computer Simulation","issn_l":"1049-3301","issn":["1049-3301","1558-1195"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ACM Transactions on Modeling and Computer Simulation","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/A5091510633","display_name":"Pierre L\u2019Ecuyer","orcid":"https://orcid.org/0000-0002-3184-0796"},"institutions":[{"id":"https://openalex.org/I70931966","display_name":"Universit\u00e9 de Montr\u00e9al","ror":"https://ror.org/0161xgx34","country_code":"CA","type":"education","lineage":["https://openalex.org/I70931966"]}],"countries":["CA"],"is_corresponding":true,"raw_author_name":"Pierre L'Ecuyer","raw_affiliation_strings":["Universit\u00e9 de Montr\u00e9al, Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universit\u00e9 de Montr\u00e9al, Canada","institution_ids":["https://openalex.org/I70931966"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5057200986","display_name":"Val\u00e9rie Demers","orcid":null},"institutions":[{"id":"https://openalex.org/I70931966","display_name":"Universit\u00e9 de Montr\u00e9al","ror":"https://ror.org/0161xgx34","country_code":"CA","type":"education","lineage":["https://openalex.org/I70931966"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Val\u00e9rie Demers","raw_affiliation_strings":["Universit\u00e9 de Montr\u00e9al, Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universit\u00e9 de Montr\u00e9al, Canada","institution_ids":["https://openalex.org/I70931966"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5079962386","display_name":"Bruno Tuffin","orcid":"https://orcid.org/0000-0001-9415-1130"},"institutions":[{"id":"https://openalex.org/I1326498283","display_name":"Institut national de recherche en sciences et technologies du num\u00e9rique","ror":"https://ror.org/02kvxyf05","country_code":"FR","type":"government","lineage":["https://openalex.org/I1326498283"]},{"id":"https://openalex.org/I2802519937","display_name":"Institut de Recherche en Informatique et Syst\u00e8mes Al\u00e9atoires","ror":"https://ror.org/00myn0z94","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I1326498283","https://openalex.org/I205703379","https://openalex.org/I2802204017","https://openalex.org/I2802519937","https://openalex.org/I28221208","https://openalex.org/I4210127572","https://openalex.org/I4210159245","https://openalex.org/I56067802"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Bruno Tuffin","raw_affiliation_strings":["IRISA--INRIA, Rennes, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IRISA--INRIA, Rennes, France","institution_ids":["https://openalex.org/I2802519937","https://openalex.org/I1326498283"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5091510633"],"corresponding_institution_ids":["https://openalex.org/I70931966"],"apc_list":null,"apc_paid":null,"fwci":7.101,"has_fulltext":false,"cited_by_count":89,"citation_normalized_percentile":{"value":0.96920701,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"17","issue":"2","first_page":"9","last_page":"9"},"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":0.9929999709129333,"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/T12404","display_name":"Mathematical Approximation and Integration","score":0.9898999929428101,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"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/estimator","display_name":"Estimator","score":0.7391248345375061},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.6691330075263977},{"id":"https://openalex.org/keywords/variance-reduction","display_name":"Variance reduction","score":0.6617279648780823},{"id":"https://openalex.org/keywords/importance-sampling","display_name":"Importance sampling","score":0.6015608906745911},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.562186598777771},{"id":"https://openalex.org/keywords/rare-events","display_name":"Rare events","score":0.556108832359314},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.5559763312339783},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.5471107959747314},{"id":"https://openalex.org/keywords/disjoint-sets","display_name":"Disjoint sets","score":0.5342024564743042},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.4879900813102722},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.4499153792858124},{"id":"https://openalex.org/keywords/sequence","display_name":"Sequence (biology)","score":0.4472167491912842},{"id":"https://openalex.org/keywords/measure","display_name":"Measure (data warehouse)","score":0.4449978768825531},{"id":"https://openalex.org/keywords/sampling","display_name":"Sampling (signal processing)","score":0.41707995533943176},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.38065505027770996},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.3649928569793701},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.35737282037734985},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.26407304406166077},{"id":"https://openalex.org/keywords/discrete-mathematics","display_name":"Discrete mathematics","score":0.14902004599571228},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.10848945379257202},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.08455264568328857}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7391248345375061},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.6691330075263977},{"id":"https://openalex.org/C62644790","wikidata":"https://www.wikidata.org/wiki/Q3454689","display_name":"Variance reduction","level":3,"score":0.6617279648780823},{"id":"https://openalex.org/C52740198","wikidata":"https://www.wikidata.org/wiki/Q1539564","display_name":"Importance sampling","level":3,"score":0.6015608906745911},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.562186598777771},{"id":"https://openalex.org/C2777317252","wikidata":"https://www.wikidata.org/wiki/Q18393516","display_name":"Rare events","level":2,"score":0.556108832359314},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.5559763312339783},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.5471107959747314},{"id":"https://openalex.org/C45340560","wikidata":"https://www.wikidata.org/wiki/Q215382","display_name":"Disjoint sets","level":2,"score":0.5342024564743042},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.4879900813102722},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4499153792858124},{"id":"https://openalex.org/C2778112365","wikidata":"https://www.wikidata.org/wiki/Q3511065","display_name":"Sequence (biology)","level":2,"score":0.4472167491912842},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.4449978768825531},{"id":"https://openalex.org/C140779682","wikidata":"https://www.wikidata.org/wiki/Q210868","display_name":"Sampling (signal processing)","level":3,"score":0.41707995533943176},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.38065505027770996},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.3649928569793701},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.35737282037734985},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.26407304406166077},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.14902004599571228},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.10848945379257202},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.08455264568328857},{"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/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C54355233","wikidata":"https://www.wikidata.org/wiki/Q7162","display_name":"Genetics","level":1,"score":0.0},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/1225275.1225280","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1225275.1225280","pdf_url":null,"source":{"id":"https://openalex.org/S38703467","display_name":"ACM Transactions on Modeling and Computer Simulation","issn_l":"1049-3301","issn":["1049-3301","1558-1195"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ACM Transactions on Modeling and Computer Simulation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":71,"referenced_works":["https://openalex.org/W10517950","https://openalex.org/W70896419","https://openalex.org/W89047104","https://openalex.org/W163969975","https://openalex.org/W201155865","https://openalex.org/W277831955","https://openalex.org/W1493527860","https://openalex.org/W1496451727","https://openalex.org/W1505324634","https://openalex.org/W1580383384","https://openalex.org/W1596126913","https://openalex.org/W1599415737","https://openalex.org/W1621653743","https://openalex.org/W1732831478","https://openalex.org/W1735849260","https://openalex.org/W1921850608","https://openalex.org/W1965440168","https://openalex.org/W1971639230","https://openalex.org/W1981918347","https://openalex.org/W1986595758","https://openalex.org/W2003327131","https://openalex.org/W2008228386","https://openalex.org/W2011971785","https://openalex.org/W2014208555","https://openalex.org/W2017036530","https://openalex.org/W2019606417","https://openalex.org/W2030999551","https://openalex.org/W2035017139","https://openalex.org/W2035155944","https://openalex.org/W2037393162","https://openalex.org/W2039032281","https://openalex.org/W2043419861","https://openalex.org/W2043692423","https://openalex.org/W2056551379","https://openalex.org/W2062684080","https://openalex.org/W2070406436","https://openalex.org/W2070555932","https://openalex.org/W2071157273","https://openalex.org/W2076057077","https://openalex.org/W2086374769","https://openalex.org/W2087018957","https://openalex.org/W2095662822","https://openalex.org/W2097511294","https://openalex.org/W2105099705","https://openalex.org/W2113750873","https://openalex.org/W2117299406","https://openalex.org/W2128258795","https://openalex.org/W2133010525","https://openalex.org/W2144258279","https://openalex.org/W2146416787","https://openalex.org/W2148839232","https://openalex.org/W2149228262","https://openalex.org/W2154151239","https://openalex.org/W2160967439","https://openalex.org/W2164384055","https://openalex.org/W2164523847","https://openalex.org/W2164805857","https://openalex.org/W2164863330","https://openalex.org/W2166649678","https://openalex.org/W2171952443","https://openalex.org/W2228579993","https://openalex.org/W2259576098","https://openalex.org/W2568511220","https://openalex.org/W2915014180","https://openalex.org/W4206038828","https://openalex.org/W4233598738","https://openalex.org/W4254783709","https://openalex.org/W6629789746","https://openalex.org/W6636730909","https://openalex.org/W6676949346","https://openalex.org/W6844068983"],"related_works":["https://openalex.org/W1882926810","https://openalex.org/W2031427063","https://openalex.org/W2362249705","https://openalex.org/W1965870577","https://openalex.org/W3036600315","https://openalex.org/W2036896164","https://openalex.org/W2122865681","https://openalex.org/W2112379301","https://openalex.org/W2061071876","https://openalex.org/W4301305646"],"abstract_inverted_index":{"In":[0,86,117],"the":[1,12,33,59,91,115,152,157,188,210,222,227,233,236],"context":[2],"of":[3,32,55,61,105,109,141,159,187,217,229,235,242,256],"rare-event":[4],"simulation,":[5],"splitting":[6,87,129,218,245],"and":[7,26,88,181,191,259],"importance":[8],"sampling":[9,65],"(IS)":[10],"are":[11,102,183],"primary":[13],"approaches":[14],"to":[15,132,155],"make":[16],"important":[17],"rare":[18],"events":[19],"happen":[20],"more":[21,66],"frequently":[22],"in":[23,148,176,206,226],"a":[24,42,103,106,149,172,208,214],"simulation":[25,62],"yet":[27],"recover":[28],"an":[29],"unbiased":[30],"estimator":[31],"target":[34],"performance":[35],"measure,":[36],"with":[37,69,128,262],"much":[38],"smaller":[39],"variance":[40],"than":[41,68,136],"straightforward":[43],"Monte":[44],"Carlo":[45,50],"(MC)":[46],"estimator.":[47],"Randomized":[48],"quasi-Monte":[49],"(RQMC)":[51],"is":[52,154,193,205,246],"another":[53],"class":[54],"methods":[56,143],"for":[57,76],"reducing":[58],"noise":[60],"estimators,":[63],"by":[64,139],"evenly":[67],"standard":[70],"MC.":[71],"It":[72],"typically":[73],"works":[74],"well":[75],"simulations":[77],"that":[78,122,147],"depend":[79],"mostly":[80],"on":[81,90],"very":[82,194],"few":[83],"random":[84,111],"numbers.":[85],"IS,":[89],"other":[92],"hand,":[93],"we":[94,120,238,252],"often":[95],"simulate":[96],"Markov":[97],"chains":[98],"whose":[99],"sample":[100],"paths":[101],"function":[104],"long":[107],"sequence":[108],"independent":[110],"numbers":[112],"generated":[113],"during":[114],"simulation.":[116],"this":[118],"article,":[119,237],"show":[121],"RQMC":[123],"can":[124],"be":[125],"used":[126],"jointly":[127],"and/or":[130],"IS":[131,258],"construct":[133],"better":[134],"estimators":[135],"those":[137],"obtained":[138],"either":[140],"these":[142,250],"alone.":[144],"We":[145],"do":[146],"setting":[150],"where":[151,179,244],"goal":[153],"estimate":[156],"probability":[158],"reaching":[160,163],"B":[161,177,182,192],"before":[162],"(or":[164],"returning":[165],"to)":[166],"A":[167,170,180],"when":[168],"starting":[169],"from":[171],"distinguished":[173],"state":[174,189],"not":[175,247],",":[178],"two":[184],"disjoint":[185],"subsets":[186],"space,":[190],"rarely":[195],"reached.":[196],"This":[197],"problem":[198],"has":[199],"several":[200],"practical":[201],"applications.":[202],"The":[203],"article":[204],"fact":[207],"two-in-one:":[209],"first":[211],"part":[212],"provides":[213],"guided":[215],"tour":[216],"techniques,":[219],"introducing":[220],"along":[221],"way":[223],"some":[224],"improvements":[225],"implementation":[228],"multilevel":[230],"splitting.":[231],"At":[232],"end":[234],"also":[239],"give":[240],"examples":[241],"situations":[243],"effective.":[248],"For":[249],"examples,":[251],"compare":[253],"different":[254],"ways":[255],"applying":[257],"combining":[260],"it":[261],"RQMC.":[263]},"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":5},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":9},{"year":2015,"cited_by_count":8},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":4},{"year":2012,"cited_by_count":7}],"updated_date":"2026-05-05T08:41:31.759640","created_date":"2025-10-10T00:00:00"}
