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Time-Sensitive Importance Splitting

Time-Sensitive Importance Splitting

来源:Arxiv_logoArxiv
英文摘要

State-of-the-art methods for rare event simulation of non-Markovian models face practical or theoretical limits if observing the event of interest requires prior knowledge or information on the timed behavior of the system. In this paper, we attack both limits by extending importance splitting with a time-sensitive importance function. To this end, we perform backwards reachability search from the target states, considering information about the lower and upper bounds of the active timers in order to steer the generation of paths towards the rare event. We have developed a prototype implementation of the approach for input/output stochastic automata within the Modest Toolset. Preliminary experiments show the potential of the approach in estimating rare event probabilities for an example from reliability engineering.

Gabriel Dengler、Carlos E. Budde、Laura Carnevali、Arnd Hartmanns

计算技术、计算机技术

Gabriel Dengler,Carlos E. Budde,Laura Carnevali,Arnd Hartmanns.Time-Sensitive Importance Splitting[EB/OL].(2025-06-24)[2025-07-16].https://arxiv.org/abs/2506.19568.点此复制

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