Adaptive importance sampling based on fault tree analysis for piecewise deterministic Markov process

G. Chennetier, H. Chraibi, A. Dutfoy, J. Garnier

SIAM Journal of Uncertainty Quantification, 2023

A FAULT-TREE-BASED IMPORTANCE SAMPLING STRATEGY FOR PIECEWISE DETERMINISTIC MARKOV PROCESSES

G. Chennetier, H. Chraibi, A. Dutfoy, Josselin Garnier

5th International Conference on Uncertainty Quantification in Computational Sciences and Engineering, 2023

Approximating committor functions with graph-based mean hitting times: a key to efficient importance sampling of piecewise deterministic Markov process

Guillaume Chennetier, Hassane Chraibi, Anne Dutfoy, Josselin Garnier