Application of the interacting particle system method to piecewise deterministic Markov processes used in reliability

DOI10.1063/1.5081446zbMath1418.90091arXiv1905.09044OpenAlexW3104632587WikidataQ91559655 ScholiaQ91559655MaRDI QIDQ5227588

Anne Dutfoy, Hassane Chraibi, Thomas Galtier, Josselin Garnier

Publication date: 6 August 2019

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.09044

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Stochastic particle methods (65C35)

Related Items (1)

Optimizing Weighted Ensemble Sampling of Steady States

Cites Work

• Optimal potential functions for the interacting particle system method
• Negative association, ordering and convergence of resampling methods
• Genealogical particle analysis of rare events
• Variance estimation in the particle filter
• Probabilistic and Piecewise Deterministic models in Biology
• On-Line Inference for Hidden Markov Models via Particle Filters
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