Stochastic-process rare event sampling (SPRES) is a rare-event sampling method in computer simulation, designed specifically for non-equilibrium calculations...

flux sampling (FFS), generalized splitting, adaptive multilevel splitting (AMS), stochastic-process rare-event sampling (SPRES), line sampling, subset...

sampling is also related to umbrella sampling in computational physics. Depending on the application, the term may refer to the process of sampling from...

Transition path sampling (TPS) is a rare-event sampling method used in computer simulations of rare events: physical or chemical transitions of a system...

Markov chain or Markov process is a stochastic process describing a sequence of possible events in which the probability of each event depends only on the...

distribution) to approximate events, which are considered rare or unlikely, of some stochastic process. In some cases these rare events are close to being independent...

application in signal and image processing, Bayesian inference, machine learning, risk analysis and rare event sampling, engineering and robotics, artificial...

Tilting is used in Monte Carlo Estimation for rare-event simulation, and rejection and importance sampling in particular. In mathematical finance Exponential...

use adaptive routines such as stratified sampling, recursive stratified sampling, adaptive umbrella sampling or the VEGAS algorithm. A similar approach...

role of rare events in historical affairs. In his 2010 book, Taleb defines the term as an event with two characteristics: first, it is so rare and outside...

observation of a rare event does not contradict that the event is in fact rare. It is the observation of a plurality of purportedly rare events that increasingly...

Zarahn, E. Stochastic Designs in Event-Related fMRI. (1999). NeuroImage. 10. 607-6-19. D'Esposito, M., Zarahn, E., & Aguirre, G. K. (1999). Event-related...

for large values of λ include rejection sampling and using Gaussian approximation. Inverse transform sampling is simple and efficient for small values...

invariance and insensitivity to the type of sampling. The odds ratio is the ratio of the odds of an event occurring in one group to the odds of it occurring...

buses. The resolution of the paradox is that our sampled distribution at time t is size-biased (see sampling bias), in that the likelihood an interval is...

business and medical research, sampling is widely used for gathering information about a population. Acceptance sampling is used to determine if a production...

selection) or "random drift" (e.g., sampling error). "Drift" came to be adopted as a technical term in the stochastic sense exclusively. Today it is usually...

model the number of successes in a sample of size n drawn with replacement from a population of size N. If the sampling is carried out without replacement...

Bernhard; Maass, Wolfgang (3 November 2011). "Neural Dynamics as Sampling: A Model for Stochastic Computation in Recurrent Networks of Spiking Neurons". PLOS...

intrinsic variability of the system (aleatory), such as the occurrence of stochastic events. In models involving many input variables, sensitivity analysis is...

2013 a technique called stochastic pooling, the conventional deterministic pooling operations were replaced with a stochastic procedure, where the activation...

such rare events. This is because, for a given variance, the Laplace distribution, which the Moving Median assumes, places higher probability on rare events...

Branching and interacting particle interpretation of rare event probabilities (PDF) (stochastic Hybrid Systems: Theory and Safety Critical Applications...

persistence of a species. Demographic stochasticity refers to variability in population growth arising from sampling random births and deaths in a population...

to problems in economics, usually those including uncertainty or stochastic processes and nonlinear dynamics. Some of its application to the study of financial...

Will". In probability theory, a stochastic process, or sometimes random process, is the counterpart to a deterministic process (or deterministic system). Instead...

having this rare disease due to high false positive rates. In this case, the probability of the event B (having dengue) given that the event A (testing...

maintaining high accuracy. Scaled-sigma sampling (SSS) accelerates rare-event analysis by amplifying process variations to increase failure rates during...

and to communicate: non-statisticians can easily grasp that "6σ events are very rare in normal distributions". Tests of univariate normality include the...

to mediocrity) is the phenomenon where if one sample of a random variable is extreme, the next sampling of the same random variable is likely to be closer...