{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,6]],"date-time":"2026-04-06T10:17:15Z","timestamp":1775470635083,"version":"3.50.1"},"reference-count":29,"publisher":"Springer Science and Business Media LLC","issue":"3","license":[{"start":{"date-parts":[[2011,4,5]],"date-time":"2011-04-05T00:00:00Z","timestamp":1301961600000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Stat Comput"],"published-print":{"date-parts":[[2012,5]]},"DOI":"10.1007\/s11222-011-9231-6","type":"journal-article","created":{"date-parts":[[2011,4,4]],"date-time":"2011-04-04T18:01:45Z","timestamp":1301940105000},"page":"795-808","source":"Crossref","is-referenced-by-count":136,"title":["Sequential Monte Carlo for rare event estimation"],"prefix":"10.1007","volume":"22","author":[{"given":"F.","family":"C\u00e9rou","sequence":"first","affiliation":[]},{"given":"P.","family":"Del Moral","sequence":"additional","affiliation":[]},{"given":"T.","family":"Furon","sequence":"additional","affiliation":[]},{"given":"A.","family":"Guyader","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2011,4,5]]},"reference":[{"key":"9231_CR1","series-title":"Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics","volume-title":"A First Course in Order Statistics","author":"B.C. Arnold","year":"1992","unstructured":"Arnold, B.C., Balakrishnan, N., Nagaraja, H.N.: A First Course in Order Statistics. Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics. Wiley, New York (1992)"},{"issue":"4","key":"9231_CR2","doi-asserted-by":"crossref","first-page":"263","DOI":"10.1016\/S0266-8920(01)00019-4","volume":"16","author":"S.K. Au","year":"2001","unstructured":"Au, S.K., Beck, J.L.: Estimation of small failure probabilities in high dimensions by subset simulation. Probab. Eng. Mech. 16(4), 263\u2013277 (2001)","journal-title":"Probab. Eng. Mech."},{"key":"9231_CR3","doi-asserted-by":"crossref","unstructured":"Au, S.K., Beck, J.L.: Subset simulation and its application to seismic risk based on dynamic analysis. J. Eng. Mech. 129(8) (2003)","DOI":"10.1061\/(ASCE)0733-9399(2003)129:8(901)"},{"issue":"4","key":"9231_CR4","doi-asserted-by":"crossref","first-page":"960","DOI":"10.1109\/TSP.2003.809368","volume":"51","author":"A. Barg","year":"2003","unstructured":"Barg, A., Blakley, G.R., Kabatiansky, G.A.: Digital fingerprinting codes: problem statements, constructions, identification of traitors. IEEE Trans. Signal Process. 51(4), 960\u2013980 (2003)","journal-title":"IEEE Trans. Signal Process."},{"issue":"4","key":"9231_CR5","doi-asserted-by":"crossref","first-page":"471","DOI":"10.1007\/s11009-008-9073-7","volume":"10","author":"Z.I. Botev","year":"2008","unstructured":"Botev, Z.I., Kroese, D.P.: An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting. Methodol. Comput. Appl. Probab. 10(4), 471\u2013505 (2008)","journal-title":"Methodol. Comput. Appl. Probab."},{"key":"9231_CR6","series-title":"Stat. Comput.","volume-title":"Efficient Monte Carlo simulation via the generalized splitting method","author":"Z.I. Botev","year":"2011","unstructured":"Botev, Z.I., Kroese, D.P.: Efficient Monte Carlo simulation via the generalized splitting method. Stat. Comput. (2011). doi: 10.1007\/s11222-010-9201-4"},{"key":"9231_CR7","series-title":"Springer Series in Statistics","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4757-4078-3","volume-title":"Introduction to Rare Event Simulation","author":"J.A. Bucklew","year":"2004","unstructured":"Bucklew, J.A.: Introduction to Rare Event Simulation. Springer Series in Statistics. Springer, New York (2004)"},{"key":"9231_CR8","doi-asserted-by":"crossref","unstructured":"C\u00e9rou, F., Del Moral, P., Guyader, A.: A non asymptotic variance theorem for unnormalized Feynman-Kac particle models. Ann. Inst. Henri Poincar\u00e9, Probab. Stat. 47(3) (2011, in press)","DOI":"10.1214\/10-AIHP358"},{"key":"9231_CR9","first-page":"181","volume":"1","author":"F. C\u00e9rou","year":"2006","unstructured":"C\u00e9rou, F., Del Moral, P., Le Gland, F., Lezaud, P.: Genetic genealogical models in rare event analysis. ALEA Lat. Am. J. Probab. Math. Stat. 1, 181\u2013203 (2006)","journal-title":"ALEA Lat. Am. J. Probab. Math. Stat."},{"issue":"2","key":"9231_CR10","doi-asserted-by":"crossref","first-page":"417","DOI":"10.1080\/07362990601139628","volume":"25","author":"F. C\u00e9rou","year":"2007","unstructured":"C\u00e9rou, F., Guyader, A.: Adaptive multilevel splitting for rare event analysis. Stoch. Anal. Appl. 25(2), 417\u2013443 (2007)","journal-title":"Stoch. Anal. Appl."},{"key":"9231_CR11","unstructured":"Copy Protection Technical Working Group. www.cptwg.org"},{"key":"9231_CR12","series-title":"Probability and its Applications","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4684-9393-1","volume-title":"Feynman-Kac Formulae, Genealogical and Interacting Particle Systems with Applications","author":"P. Moral Del","year":"2004","unstructured":"Del Moral, P.: Feynman-Kac Formulae, Genealogical and Interacting Particle Systems with Applications. Probability and its Applications. Springer, New York (2004)"},{"issue":"3","key":"9231_CR13","doi-asserted-by":"crossref","first-page":"411","DOI":"10.1111\/j.1467-9868.2006.00553.x","volume":"68","author":"P. Moral Del","year":"2006","unstructured":"Del Moral, P., Doucet, A., Jasra, A.: Sequential Monte Carlo samplers. J. R. Stat. Soc., Ser. B, Stat. Methodol. 68(3), 411\u2013436 (2006)","journal-title":"J. R. Stat. Soc., Ser. B, Stat. Methodol."},{"key":"9231_CR14","series-title":"Lecture Notes in Control and Information Sciences","doi-asserted-by":"crossref","first-page":"277","DOI":"10.1007\/11587392_9","volume-title":"Stochastic Hybrid Systems: Theory and Safety Critical Applications","author":"P. Moral Del","year":"2006","unstructured":"Del Moral, P., Lezaud, P.: Branching and interacting particle interpretation of rare event probabilities. In: Blom, H., Lygeros, J. (eds.) Stochastic Hybrid Systems: Theory and Safety Critical Applications. Lecture Notes in Control and Information Sciences, vol.\u00a0337, pp. 277\u2013323. Springer, Berlin (2006)"},{"key":"9231_CR15","series-title":"Statistics for Engineering and Information Science","volume-title":"Sequential Monte Carlo Methods in Practice","year":"2001","unstructured":"Doucet, A., de Freitas, N., Gordon, N. (eds.): Sequential Monte Carlo Methods in Practice. Statistics for Engineering and Information Science. Springer, New York (2001)"},{"key":"9231_CR16","unstructured":"Garvels, M.J.J.: The splitting method in rare event simulation. Thesis, University of Twente, Twente, May 2000"},{"issue":"4","key":"9231_CR17","doi-asserted-by":"crossref","first-page":"585","DOI":"10.1287\/opre.47.4.585","volume":"47","author":"P. Glasserman","year":"1999","unstructured":"Glasserman, P., Heidelberger, P., Shahabuddin, P., Zajic, T.: Multilevel splitting for estimating rare event probabilities. Oper. Res. 47(4), 585\u2013600 (1999)","journal-title":"Oper. Res."},{"issue":"1","key":"9231_CR18","doi-asserted-by":"crossref","first-page":"97","DOI":"10.1093\/biomet\/57.1.97","volume":"57","author":"W.K. Hastings","year":"1970","unstructured":"Hastings, W.K.: Monte Carlo sampling methods using Markov chains and their applications. Biometrika 57(1), 97\u2013109 (1970)","journal-title":"Biometrika"},{"key":"9231_CR19","first-page":"256","volume-title":"Proceedings of the 6th International Workshop on Rare Event Simulation, Bamberg","author":"A.M. Johansen","year":"2006","unstructured":"Johansen, A.M., Del Moral, P., Doucet, A.: Sequential Monte Carlo samplers for rare events. In: Proceedings of the 6th International Workshop on Rare Event Simulation, Bamberg, pp. 256\u2013267 (2006)"},{"key":"9231_CR20","first-page":"27","volume":"12","author":"H. Kahn","year":"1951","unstructured":"Kahn, H., Harris, T.E.: Estimation of particle transmission by random sampling. Natl. Bur. Stand., Appl. Math. Ser. 12, 27\u201330 (1951)","journal-title":"Natl. Bur. Stand., Appl. Math. Ser."},{"issue":"1","key":"9231_CR21","doi-asserted-by":"crossref","first-page":"45","DOI":"10.1017\/S0269964806060025","volume":"20","author":"A. Lagnoux","year":"2006","unstructured":"Lagnoux, A.: Rare event simulation. Probab. Eng. Inf. Sci. 20(1), 45\u201366 (2006)","journal-title":"Probab. Eng. Inf. Sci."},{"key":"9231_CR22","series-title":"Lecture Notes in Control and Information Sciences","doi-asserted-by":"crossref","first-page":"351","DOI":"10.1007\/11587392_11","volume-title":"Stochastic Hybrid Systems: Theory and Safety Critical Applications","author":"F. Gland Le","year":"2006","unstructured":"Le Gland, F., Oudjane, N.: A sequential algorithm that keeps the particle system alive. In: Blom, H., Lygeros, J. (eds.) Stochastic Hybrid Systems: Theory and Safety Critical Applications. Lecture Notes in Control and Information Sciences, vol.\u00a0337, pp. 351\u2013389. Springer, Berlin (2006)"},{"issue":"1","key":"9231_CR23","doi-asserted-by":"crossref","first-page":"255","DOI":"10.1109\/TIT.2007.911210","volume":"54","author":"N. Merhav","year":"2008","unstructured":"Merhav, N., Sabbag, E.: Optimal watermarking embedding and detection strategies under limited detection resources. IEEE Trans. Inf. Theory 54(1), 255\u2013274 (2008)","journal-title":"IEEE Trans. Inf. Theory"},{"issue":"6","key":"9231_CR24","doi-asserted-by":"crossref","first-page":"1087","DOI":"10.1063\/1.1699114","volume":"21","author":"N. Metropolis","year":"1953","unstructured":"Metropolis, N., Rosenbluth, A.W., Rosenbluth, M.N., Teller, A.H., Teller, E.: Equation of state calculations by fast computing machines. J. Chem. Phys. 21(6), 1087\u20131092 (1953)","journal-title":"J. Chem. Phys."},{"key":"9231_CR25","doi-asserted-by":"crossref","first-page":"356","DOI":"10.1063\/1.1741967","volume":"23","author":"M.N. Rosenbluth","year":"1955","unstructured":"Rosenbluth, M.N., Rosenbluth, A.W.: Monte Carlo calculation of the average extension of molecular chains. J. Chem. Phys. 23, 356 (1955)","journal-title":"J. Chem. Phys."},{"key":"9231_CR26","first-page":"491","volume":"4","author":"R. Rubinstein","year":"2008","unstructured":"Rubinstein, R.: The Gibbs cloner for combinatorial optimization, counting and sampling. Methodol. Comput. Appl. Probab. 4, 491\u2013549 (2008)","journal-title":"Methodol. Comput. Appl. Probab."},{"key":"9231_CR27","first-page":"116","volume-title":"Proc. of the 35th Annual ACM Symposium on Theory of Computing","author":"G. Tardos","year":"2003","unstructured":"Tardos, G.: Optimal probabilistic fingerprint codes. In: Proc. of the 35th Annual ACM Symposium on Theory of Computing, pp.\u00a0116\u2013125. ACM, San Diego (2003)"},{"issue":"4","key":"9231_CR28","doi-asserted-by":"crossref","first-page":"1701","DOI":"10.1214\/aos\/1176325750","volume":"22","author":"L. Tierney","year":"1994","unstructured":"Tierney, L.: Markov chains for exploring posterior distributions. Ann. Stat. 22(4), 1701\u20131762 (1994). With discussion and a rejoinder by the author","journal-title":"Ann. Stat."},{"key":"9231_CR29","series-title":"Cambridge Series in Statistical and Probabilistic Mathematics","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9780511802256","volume-title":"Asymptotic Statistics","author":"A.W. Vaart van\u00a0der","year":"1998","unstructured":"van\u00a0der Vaart, A.W.: Asymptotic Statistics. Cambridge Series in Statistical and Probabilistic Mathematics. Cambridge University Press, Cambridge (1998)"}],"container-title":["Statistics and Computing"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-011-9231-6.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11222-011-9231-6\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-011-9231-6","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,6,9]],"date-time":"2019-06-09T17:20:06Z","timestamp":1560100806000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11222-011-9231-6"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2011,4,5]]},"references-count":29,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2012,5]]}},"alternative-id":["9231"],"URL":"https:\/\/doi.org\/10.1007\/s11222-011-9231-6","relation":{},"ISSN":["0960-3174","1573-1375"],"issn-type":[{"value":"0960-3174","type":"print"},{"value":"1573-1375","type":"electronic"}],"subject":[],"published":{"date-parts":[[2011,4,5]]}}}