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Record W2128699672 · doi:10.5555/1218112.1218142

Splitting for rare-event simulation

2006· article· en· W2128699672 on OpenAlexaff
Pierre L’Ecuyer, Valérie Demers, Bruno Tuffin

Bibliographic record

VenueWinter Simulation Conference · 2006
Typearticle
Languageen
FieldDecision Sciences
TopicProbability and Risk Models
Canadian institutionsUniversité de Montréal
Fundersnot available
KeywordsRare eventsEstimatorDisjoint setsMonte Carlo methodSampling (signal processing)Importance samplingVariance (accounting)Computer scienceEvent (particle physics)State spaceRejection samplingAlgorithmStatisticsTheoretical computer scienceMathematical optimizationMathematicsHybrid Monte CarloDiscrete mathematicsMarkov chain Monte CarloTelecommunicationsPhysics

Abstract

fetched live from OpenAlex

Splitting and importance sampling are the two primary techniques to make important rare events happen more frequently in a simulation, and obtain an unbiased estimator with much smaller variance than the standard Monte Carlo estimator. Importance sampling has been discussed and studied in several articles presented at the winter simulation conference in the past. A smaller number of WSC articles have examined splitting. In this paper, we review the splitting technique and discuss some of its strengths and limitations from the practical viewpoint. We also introduce improvements in the implementation of the multilevel splitting technique. This is done in a setting where we want to estimate the probability of reaching B before reaching (or returning to) A when starting from a fixed state xo notin B where A and B are two disjoint subsets of the state space and B is very rarely attained. This problem has several practical applications

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.013
metaresearch head score (Gemma)0.057
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.013
Threshold uncertainty score0.068

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0130.057
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0020.002
Science and technology studies0.0010.002
Scholarly communication0.0020.003
Open science0.0030.003
Research integrity0.0020.004
Insufficient payload (model declined to judge)0.0080.002

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.194
GPT teacher head0.433
Teacher spread0.239 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations59
Published2006
Admission routes1
Has abstractyes

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