{"paper":{"title":"Hastings-Metropolis algorithm on Markov chains for small-probability estimation","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"Achref Bachouch, Fran\\c{c}ois Bachoc, Lionel Len\\^otre","submitted_at":"2014-11-21T14:18:01Z","abstract_excerpt":"Shielding studies in neutron transport, with Monte Carlo codes, yield challenging problems of small-probability estimation. The particularity of these studies is that the small probability to estimate is formulated in terms of the distribution of a Markov chain, instead of that of a random vector in more classical cases. Thus, it is not straightforward to adapt classical statistical methods, for estimating small probabilities involving random vectors, to these neutron-transport problems. A recent interacting-particle method for small-probability estimation, relying on the Hastings-Metropolis a"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1411.5883","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}