Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems

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Publisher : Woodhead Publishing
ISBN 13 : 0081001118
Total Pages : 217 pages
Book Rating : 4.0/5 (81 download)

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Book Synopsis Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems by : Jerome Morio

Download or read book Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems written by Jerome Morio and published by Woodhead Publishing. This book was released on 2015-11-16 with total page 217 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rare event probability (10-4 and less) estimation has become a large area of research in the reliability engineering and system safety domains. A significant number of methods have been proposed to reduce the computation burden for the estimation of rare events from advanced sampling approaches to extreme value theory. However, it is often difficult in practice to determine which algorithm is the most adapted to a given problem.Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems: A Practical Approach provides a broad up-to-date view of the current available techniques to estimate rare event probabilities described with a unified notation, a mathematical pseudocode to ease their potential implementation and finally a large spectrum of simulation results on academic and realistic use cases. Provides a broad overview of the practical approach of rare event methods. Includes algorithms that are applied to aerospace benchmark test cases Offers insight into practical tuning issues

Analysis and Approximation of Rare Events

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Publisher : Springer
ISBN 13 : 1493995790
Total Pages : 574 pages
Book Rating : 4.4/5 (939 download)

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Book Synopsis Analysis and Approximation of Rare Events by : Amarjit Budhiraja

Download or read book Analysis and Approximation of Rare Events written by Amarjit Budhiraja and published by Springer. This book was released on 2019-08-10 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is the systematic use of variational representations for quantities of interest such as normalized logarithms of probabilities and expected values. By characterizing a large deviation principle in terms of Laplace asymptotics, one converts the proof of large deviation limits into the convergence of variational representations. These features are illustrated though their application to a broad range of discrete and continuous time models, including stochastic partial differential equations, processes with discontinuous statistics, occupancy models, and many others. The tools used in the large deviation analysis also turn out to be useful in understanding Monte Carlo schemes for the numerical approximation of the same probabilities and expected values. This connection is illustrated through the design and analysis of importance sampling and splitting schemes for rare event estimation. The book assumes a solid background in weak convergence of probability measures and stochastic analysis, and is suitable for advanced graduate students, postdocs and researchers.

Rare Event Simulation using Monte Carlo Methods

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 9780470745410
Total Pages : 278 pages
Book Rating : 4.7/5 (454 download)

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Book Synopsis Rare Event Simulation using Monte Carlo Methods by : Gerardo Rubino

Download or read book Rare Event Simulation using Monte Carlo Methods written by Gerardo Rubino and published by John Wiley & Sons. This book was released on 2009-03-18 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a probabilistic model, a rare event is an event with a very small probability of occurrence. The forecasting of rare events is a formidable task but is important in many areas. For instance a catastrophic failure in a transport system or in a nuclear power plant, the failure of an information processing system in a bank, or in the communication network of a group of banks, leading to financial losses. Being able to evaluate the probability of rare events is therefore a critical issue. Monte Carlo Methods, the simulation of corresponding models, are used to analyze rare events. This book sets out to present the mathematical tools available for the efficient simulation of rare events. Importance sampling and splitting are presented along with an exposition of how to apply these tools to a variety of fields ranging from performance and dependability evaluation of complex systems, typically in computer science or in telecommunications, to chemical reaction analysis in biology or particle transport in physics. Graduate students, researchers and practitioners who wish to learn and apply rare event simulation techniques will find this book beneficial.

Reaction Rate Theory and Rare Events

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Publisher : Elsevier
ISBN 13 : 0444594701
Total Pages : 636 pages
Book Rating : 4.4/5 (445 download)

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Book Synopsis Reaction Rate Theory and Rare Events by : Baron Peters

Download or read book Reaction Rate Theory and Rare Events written by Baron Peters and published by Elsevier. This book was released on 2017-03-22 with total page 636 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reaction Rate Theory and Rare Events bridges the historical gap between these subjects because the increasingly multidisciplinary nature of scientific research often requires an understanding of both reaction rate theory and the theory of other rare events. The book discusses collision theory, transition state theory, RRKM theory, catalysis, diffusion limited kinetics, mean first passage times, Kramers theory, Grote-Hynes theory, transition path theory, non-adiabatic reactions, electron transfer, and topics from reaction network analysis. It is an essential reference for students, professors and scientists who use reaction rate theory or the theory of rare events. In addition, the book discusses transition state search algorithms, tunneling corrections, transmission coefficients, microkinetic models, kinetic Monte Carlo, transition path sampling, and importance sampling methods. The unified treatment in this book explains why chemical reactions and other rare events, while having many common theoretical foundations, often require very different computational modeling strategies. Offers an integrated approach to all simulation theories and reaction network analysis, a unique approach not found elsewhere Gives algorithms in pseudocode for using molecular simulation and computational chemistry methods in studies of rare events Uses graphics and explicit examples to explain concepts Includes problem sets developed and tested in a course range from pen-and-paper theoretical problems, to computational exercises

Introduction to Rare Event Simulation

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Author :
Publisher : Springer Science & Business Media
ISBN 13 : 1475740786
Total Pages : 262 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Introduction to Rare Event Simulation by : James Bucklew

Download or read book Introduction to Rare Event Simulation written by James Bucklew and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a unified theory of rare event simulation and the variance reduction technique known as importance sampling from the point of view of the probabilistic theory of large deviations. It allows us to view a vast assortment of simulation problems from a unified single perspective.

Rare Event/accident Research Methodology

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Publisher :
ISBN 13 :
Total Pages : 124 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Rare Event/accident Research Methodology by : V. J. Pezoldt

Download or read book Rare Event/accident Research Methodology written by V. J. Pezoldt and published by . This book was released on 1977 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Improbability Principle

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Publisher : Scientific American / Farrar, Straus and Giroux
ISBN 13 : 0374711399
Total Pages : 288 pages
Book Rating : 4.3/5 (747 download)

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Book Synopsis The Improbability Principle by : David J. Hand

Download or read book The Improbability Principle written by David J. Hand and published by Scientific American / Farrar, Straus and Giroux. This book was released on 2014-02-11 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: In The Improbability Principle, the renowned statistician David J. Hand argues that extraordinarily rare events are anything but. In fact, they're commonplace. Not only that, we should all expect to experience a miracle roughly once every month. But Hand is no believer in superstitions, prophecies, or the paranormal. His definition of "miracle" is thoroughly rational. No mystical or supernatural explanation is necessary to understand why someone is lucky enough to win the lottery twice, or is destined to be hit by lightning three times and still survive. All we need, Hand argues, is a firm grounding in a powerful set of laws: the laws of inevitability, of truly large numbers, of selection, of the probability lever, and of near enough. Together, these constitute Hand's groundbreaking Improbability Principle. And together, they explain why we should not be so surprised to bump into a friend in a foreign country, or to come across the same unfamiliar word four times in one day. Hand wrestles with seemingly less explicable questions as well: what the Bible and Shakespeare have in common, why financial crashes are par for the course, and why lightning does strike the same place (and the same person) twice. Along the way, he teaches us how to use the Improbability Principle in our own lives—including how to cash in at a casino and how to recognize when a medicine is truly effective. An irresistible adventure into the laws behind "chance" moments and a trusty guide for understanding the world and universe we live in, The Improbability Principle will transform how you think about serendipity and luck, whether it's in the world of business and finance or you're merely sitting in your backyard, tossing a ball into the air and wondering where it will land.

Laws of Small Numbers: Extremes and Rare Events

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Author :
Publisher : Birkhäuser
ISBN 13 : 3034877919
Total Pages : 381 pages
Book Rating : 4.0/5 (348 download)

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Book Synopsis Laws of Small Numbers: Extremes and Rare Events by : Michael Falk

Download or read book Laws of Small Numbers: Extremes and Rare Events written by Michael Falk and published by Birkhäuser. This book was released on 2013-11-11 with total page 381 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the publication of the first edition of this seminar book, the theory and applications of extremes and rare events have seen increasing interest. Laws of Small Numbers gives a mathematically oriented development of the theory of rare events underlying various applications. The new edition incorporates numerous new results on about 130 additional pages. Part II, added in the second edition, discusses recent developments in multivariate extreme value theory.

The Department of Rare Books and Special Collections

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Publisher : Sourcebooks, Inc.
ISBN 13 : 1728238609
Total Pages : 336 pages
Book Rating : 4.7/5 (282 download)

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Book Synopsis The Department of Rare Books and Special Collections by : Eva Jurczyk

Download or read book The Department of Rare Books and Special Collections written by Eva Jurczyk and published by Sourcebooks, Inc.. This book was released on 2022-01-25 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: International Bestseller "With its countless revelations about the dusty realms of rare books, a likable librarian sleuth who has just the right balance of compassion and wit, and a library setting that is teeming with secrets, The Department of Rare Books and Special Collections is a rare treat for readers. I loved this book!"—Matthew Sullivan, author of Midnight at the Bright Ideas Bookstore Anxious People meets the delights of bookish fiction in a stunning debut following a librarian whose quiet life is turned upside down when a priceless manuscript goes missing. Soon she has to ask: what holds more secrets in the library—the ancient books shelved in the stacks, or the people who preserve them? Liesl Weiss long ago learned to be content working behind the scenes in the distinguished rare books department of a large university, managing details and working behind the scenes to make the head of the department look good. But when her boss has a stroke and she's left to run things, she discovers that the library's most prized manuscript is missing. Liesl tries to sound the alarm and inform the police about the missing priceless book, but is told repeatedly to keep quiet, to keep the doors open and the donors happy. But then a librarian unexpectedly stops showing up to work. Liesl must investigate both disappearances, unspooling her colleagues' pasts like the threads of a rare book binding as it becomes clear that someone in the department must be responsible for the theft. What Liesl discovers about the dusty manuscripts she has worked among for so long—and about the people who care for and revere them—shakes the very foundation on which she has built her life. The Department of Rare Books and Special Collections is a sparkling book-club read about a woman struggling to step out from behind the shadows of powerful and unreliable men, and reveals the dark edge of obsession running through the most devoted bookworms. February 2022 INDIE NEXT Selection January 2022 LIBRARY READS Selection January 2022 Loan Star Selection Pop Sugar 35 Must-Read Thrillers and Mystery Books

Laws of Small Numbers: Extremes and Rare Events

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Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3034800096
Total Pages : 513 pages
Book Rating : 4.0/5 (348 download)

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Book Synopsis Laws of Small Numbers: Extremes and Rare Events by : Michael Falk

Download or read book Laws of Small Numbers: Extremes and Rare Events written by Michael Falk and published by Springer Science & Business Media. This book was released on 2010-10-07 with total page 513 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the publication of the first edition of this seminar book in 1994, the theory and applications of extremes and rare events have enjoyed an enormous and still increasing interest. The intention of the book is to give a mathematically oriented development of the theory of rare events underlying various applications. This characteristic of the book was strengthened in the second edition by incorporating various new results. In this third edition, the dramatic change of focus of extreme value theory has been taken into account: from concentrating on maxima of observations it has shifted to large observations, defined as exceedances over high thresholds. One emphasis of the present third edition lies on multivariate generalized Pareto distributions, their representations, properties such as their peaks-over-threshold stability, simulation, testing and estimation. Reviews of the 2nd edition: "In brief, it is clear that this will surely be a valuable resource for anyone involved in, or seeking to master, the more mathematical features of this field." David Stirzaker, Bulletin of the London Mathematical Society "Laws of Small Numbers can be highly recommended to everyone who is looking for a smooth introduction to Poisson approximations in EVT and other fields of probability theory and statistics. In particular, it offers an interesting view on multivariate EVT and on EVT for non-iid observations, which is not presented in a similar way in any other textbook." Holger Drees, Metrika

Understanding Deep Learning

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Publisher :
ISBN 13 :
Total Pages : 428 pages
Book Rating : 4.5/5 (867 download)

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Book Synopsis Understanding Deep Learning by : Chitta Ranjan, PH D

Download or read book Understanding Deep Learning written by Chitta Ranjan, PH D and published by . This book was released on 2020-12-26 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: Think of deep learning as an art of cooking. One way to cook is to follow a recipe. But when we learn how the food, the spices, and the fire behave, we make our creation. And an understanding of the "how" transcends the creation. Likewise, an understanding of the "how" transcends deep learning. In this spirit, this book presents the deep learning constructs, their fundamentals, and how they behave. Baseline models are developed alongside, and concepts to improve them are exemplified.

Analysis of Rare Events

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Publisher :
ISBN 13 : 9781526421036
Total Pages : 0 pages
Book Rating : 4.4/5 (21 download)

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Book Synopsis Analysis of Rare Events by : Heinz Leitgöb

Download or read book Analysis of Rare Events written by Heinz Leitgöb and published by . This book was released on 2020 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rare events represent a great analytical challenge. The maximum likelihood-based (ML) binary logit model as the workhorse model in the social sciences can generate heavily biased parameter estimates if events are rare. In detail, the finite sample bias in ML estimates may be substantially larger than that observed in cases with balanced data of the same sample size. Furthermore, the ML estimator is prone to overfitting rare event data even in low-dimensional models and not identified in cases of perfectly separated data. Starting with a brief introduction to the standard binary logit as a reference model, this entry discusses several design issues (e.g., selection on the dependent variable) and analytical approaches (e.g., first-order bias correction, exact conditional inference, penalized ML estimation, specification of cloglog models) to overcome these threats to valid inferences. Finally, the potential of Bayesian rare event modeling, which addresses some limitations of the frequentist probability perspective, is briefly introduced.

Computing Rare-event Probabilities for Affine Models and General State Space Markov Processes

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Publisher : Stanford University
ISBN 13 :
Total Pages : 129 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Computing Rare-event Probabilities for Affine Models and General State Space Markov Processes by : Xiaowei Zhang

Download or read book Computing Rare-event Probabilities for Affine Models and General State Space Markov Processes written by Xiaowei Zhang and published by Stanford University. This book was released on 2011 with total page 129 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rare-event simulation concerns computing small probabilities, i.e. rare-event probabilities. This dissertation investigates efficient simulation algorithms based on importance sampling for computing rare-event probabilities for different models, and establishes their efficiency via asymptotic analysis. The first part discusses asymptotic behavior of affine models. Stochastic stability of affine jump diffusions are carefully studied. In particular, positive recurrence, ergodicity, and exponential ergodicity are established for such processes under various conditions via a Foster-Lyapunov type approach. The stationary distribution is characterized in terms of its characteristic function. Furthermore, the large deviations behavior of affine point processes are explicitly computed, based on which a logarithmically efficient importance sampling algorithm is proposed for computing rare-event probabilities for affine point processes. The second part is devoted to a much more general setting, i.e. general state space Markov processes. The current state-of-the-art algorithm for computing rare-event probabilities in this context heavily relies on the solution of a certain eigenvalue problem, which is often unavailable in closed form unless certain special structure is present (e.g. affine structure for affine models). To circumvent this difficulty, assuming the existence of a regenerative structure, we propose a bootstrap-based algorithm that conducts the importance sampling on the regenerative cycle-path space instead of the original one-step transition kernel. The efficiency of this algorithm is also discussed.

Death (The Four Horsemen Book 4)

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Publisher :
ISBN 13 : 9781942662303
Total Pages : 502 pages
Book Rating : 4.6/5 (623 download)

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Book Synopsis Death (The Four Horsemen Book 4) by : Laura Thalassa

Download or read book Death (The Four Horsemen Book 4) written by Laura Thalassa and published by . This book was released on 2021-11-23 with total page 502 pages. Available in PDF, EPUB and Kindle. Book excerpt: As the last horseman carries out his mission to wipe out humanity, he meets the one woman who is immune to his abilities in this long-awaited enemies-to-lovers romance.

The Highland Fling

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Publisher : Montlake Romance
ISBN 13 : 9781542025225
Total Pages : 350 pages
Book Rating : 4.0/5 (252 download)

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Book Synopsis The Highland Fling by : Meghan Quinn

Download or read book The Highland Fling written by Meghan Quinn and published by Montlake Romance. This book was released on 2021-08 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this steamy tale by USA Today bestselling author Meghan Quinn, an American searching for her purpose escapes to a Scottish town but finds more questions than answers when she meets a brooding yet handsome handyman. Freshly fired from her third job in a row, Bonnie St. James has lost her way. So when she and her best friend stumble upon a "help wanted" post to run a coffee shop in the Scottish Highlands, they apply on a whim. Who knows? Maybe traveling to a new place is just what she needs to figure out her next move. When the friends arrive in the tiny idyllic town of Corsekelly, they instantly fall for the gorgeous Highland landscape and friendly townspeople. But Bonnie finds a less-than-warm welcome in Rowan MacGregor, the rugged local handyman. Busy wrestling his own demons, Rowan's in no mood to deal with the quirky American--even if she is a bonny lass. As Bonnie and Rowan's paths inevitably cross, insults--and sparks--fly. Can the pair build on their similarities to help each other find purpose and direction...and maybe romance too? Or will their passionate tempers fling them apart?

Rare Events

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Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (727 download)

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Book Synopsis Rare Events by :

Download or read book Rare Events written by and published by . This book was released on 1980 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The study of rare events has become increasingly important in the context of nuclear safety. Some philosophical considerations, such as the framework for the definition of a rare event, rare events and science, rare events and trans-science, and rare events and public perception, are discussed. The technical work of the Task Force on problems of Rare Events in the Reliability Analysis of Nuclear Plants (1976-1978), sponsored by OECD, is reviewed. Some recent technical considerations are discussed, and conclusions are drawn. The appendix contains an essay written by Anne E. Beachey, under the title: A Study of Rare Events - Problems and Promises.

Lévy Statistics and Laser Cooling

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Publisher : Cambridge University Press
ISBN 13 : 9780521004220
Total Pages : 218 pages
Book Rating : 4.0/5 (42 download)

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Book Synopsis Lévy Statistics and Laser Cooling by : François Bardou

Download or read book Lévy Statistics and Laser Cooling written by François Bardou and published by Cambridge University Press. This book was released on 2002 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: Laser cooling of atoms provides an ideal case study for the application of Lévy statistics in a privileged situation where the statistical model can be derived from first principles. This book demonstrates how the most efficient laser cooling techniques can be simply and quantitatively understood in terms of non-ergodic random processes dominated by a few rare events. Lévy statistics are now recognised as the proper tool for analysing many different problems for which standard Gaussian statistics are inadequate. Laser cooling provides a simple example of how Lévy statistics can yield analytic predictions that can be compared to other theoretical approaches and experimental results. The authors of this book are world leaders in the fields of laser cooling and light-atom interactions, and are renowned for their clear presentation. This book will therefore hold much interest for graduate students and researchers in the fields of atomic physics, quantum optics, and statistical physics.