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  citation-key: AsmussenImproved2006
  container-title: Advances in Applied Probability
  issue: '2'
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  language: en
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- id: AsmussenRare2000
  accessed:
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- id: AsmussenStochastic2007
  author:
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      given: Søren
    - family: Glynn
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  citation-key: AsmussenStochastic2007
  edition: 2007 edition
  event-place: New York
  ISBN: 978-0-387-30679-7
  issued:
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      month: 7
      day: 27
  language: English
  number-of-pages: '476'
  publisher: Springer
  publisher-place: New York
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- id: BenRachedSum2018
  accessed:
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      day: 10
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  citation-key: BenRachedSum2018
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  language: en
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- id: BotevEfficient2008
  author:
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      given: Zdravko I.
    - family: Kroese
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  citation-key: BotevEfficient2008
  container-title: Methodology and Computing in Applied Probability
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  publisher: Springer
  title: >-
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- id: BotevEfficient2012
  author:
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      given: Zdravko I.
    - family: Kroese
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  citation-key: BotevEfficient2012
  container-title: Statistics and Computing
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  language: en
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- id: BotevFast2019
  accessed:
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  citation-key: BotevFast2019
  container-title: Annals of Operations Research
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  ISSN: 0254-5330, 1572-9338
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  language: en
  publisher: Springer
  title: >-
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- id: BotevMarkov2013
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    - year: 2018
      month: 10
      day: 17
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    - family: L’Ecuyer
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    - family: Tuffin
      given: Bruno
  citation-key: BotevMarkov2013
  container-title: Statistics and Computing
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  title: >-
    Markov chain importance sampling with applications to rare event probability
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- id: BotevNormal2017
  accessed:
    - year: 2018
      month: 3
      day: 5
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      given: Z. I.
  citation-key: BotevNormal2017
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- id: BotevSampling2020
  accessed:
    - year: 2020
      month: 6
      day: 1
  author:
    - family: Botev
      given: Zdravko I.
    - family: L’Ecuyer
      given: Pierre
  citation-key: BotevSampling2020
  container-title: INFORMS Journal on Computing
  container-title-short: INFORMS Journal on Computing
  DOI: 10.1287/ijoc.2019.0936
  ISSN: 1091-9856
  issued:
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      month: 4
      day: 2
  publisher: INFORMS
  title: Sampling Conditionally on a Rare Event via Generalized Splitting
  type: article-journal
  URL: http://arxiv.org/abs/1909.03566

- id: BotevSimulation2017
  accessed:
    - year: 2018
      month: 3
      day: 5
  author:
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      given: Zdravko
    - family: L’Ecuyer
      given: Pierre
  citation-key: BotevSimulation2017
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  publisher: >-
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    Telecommunications Engineering)
  publisher-place: ICST, Brussels, Belgium, Belgium
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- id: BotevStatic2012
  accessed:
    - year: 2019
      month: 2
      day: 11
  author:
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      given: Zdravko I.
    - family: L'Ecuyer
      given: Pierre
    - family: Rubino
      given: Gerardo
    - family: Simard
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      given: Bruno
  citation-key: BotevStatic2012
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    - year: 2012
      month: 2
      day: 13
  number: '1'
  page: 56-71
  title: Static Network Reliability Estimation via Generalized Splitting
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- id: BrehierCentral2016
  author:
    - family: Bréhier
      given: Charles-Edouard
    - family: Goudenège
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    - family: Tudela
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  citation-key: BrehierCentral2016
  collection-title: Springer Proceedings in Mathematics & Statistics
  container-title: Monte Carlo and Quasi-Monte Carlo Methods
  DOI: 10.1007/978-3-319-33507-0_10
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      given: Ronald
    - family: Nuyens
      given: Dirk
  event-place: Cham
  ISBN: 978-3-319-33507-0
  issued:
    - year: 2016
  language: en
  page: 245-260
  publisher: Springer International Publishing
  publisher-place: Cham
  title: >-
    Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an
    Idealized Setting
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- id: CerouAdaptive2007
  accessed:
    - year: 2019
      month: 7
      day: 9
  author:
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      given: Frédéric
    - family: Guyader
      given: Arnaud
  citation-key: CerouAdaptive2007
  container-title: Stochastic Analysis and Applications
  DOI: 10.1080/07362990601139628
  ISSN: 0736-2994
  issue: '2'
  issued:
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      day: 27
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  title: Adaptive Multilevel Splitting for Rare Event Analysis
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- id: CerouGenetic2006
  accessed:
    - year: 2020
      month: 1
      day: 9
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    - family: Del Moral
      given: Pierre
    - family: Le Gland
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    - family: Lezaud
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  citation-key: CerouGenetic2006
  container-title: ALEA, Latin American Journal of Probability and Mathematical Statistics
  issued:
    - year: 2006
  language: en
  title: Genetic genealogical models in rare event analysis
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- id: CerouLimit2005
  author:
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      given: Frédéric
    - family: Le Gland, François
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  container-title: Proceedings of the Winter Simulation Conference, 2005.
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  event-title: Proceedings of the Winter Simulation Conference, 2005.
  ISSN: 1558-4305
  issued:
    - year: 2005
      month: 12
  title: >-
    Limit theorems for the multilevel splitting algorithm in the simulation of
    rare events
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- id: CerouSequential2011
  accessed:
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      day: 11
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      day: 5
  language: en
  page: 795-808
  title: Sequential Monte Carlo for rare event estimation
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- id: CharlesEdouardUnbiasedness2015
  accessed:
    - year: 2019
      month: 7
      day: 9
  author:
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      given: Bréhier
    - family: Maxime
      given: Gazeau
    - family: Ludovic
      given: Goudenège
    - family: Tony
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    - family: Mathias
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  citation-key: CharlesEdouardUnbiasedness2015
  container-title: arXiv:1505.02674 [math, stat]
  issued:
    - year: 2015
      month: 5
      day: 11
  language: en
  title: Unbiasedness of some generalized Adaptive Multilevel Splitting algorithms
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  URL: http://arxiv.org/abs/1505.02674

- id: DaiInvitation2020
  accessed:
    - year: 2020
      month: 8
      day: 18
  author:
    - family: Dai
      given: Chenguang
    - family: Heng
      given: Jeremy
    - family: Jacob
      given: Pierre E.
    - family: Whiteley
      given: Nick
  citation-key: DaiInvitation2020
  container-title: arXiv:2007.11936 [stat]
  issued:
    - year: 2020
      month: 7
      day: 23
  title: An invitation to sequential Monte Carlo samplers
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  URL: http://arxiv.org/abs/2007.11936

- id: DeanSplitting2009
  accessed:
    - year: 2020
      month: 7
      day: 8
  author:
    - family: Dean
      given: Thomas
    - family: Dupuis
      given: Paul
  citation-key: DeanSplitting2009
  container-title: Stochastic Processes and their Applications
  container-title-short: Stochastic Processes and their Applications
  DOI: 10.1016/j.spa.2008.02.017
  ISSN: 0304-4149
  issue: '2'
  issued:
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      month: 2
      day: 1
  language: en
  number: '2'
  page: 562-587
  title: >-
    Splitting for rare event simulation: A large deviation approach to design
    and analysis
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- id: DelMoralBranching2006
  accessed:
    - year: 2020
      month: 1
      day: 9
  author:
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      given: Pierre
    - family: Lezaud
      given: Pascal
  citation-key: DelMoralBranching2006
  collection-title: Lecture Notes in Control and Information Science, Volume 337
  container-title: Stochastic Hybrid Systems
  DOI: 10.1007/11587392_9
  event-place: Berlin, Heidelberg
  ISBN: 978-3-540-33467-5
  issued:
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      month: 1
  page: pp 277-323
  publisher: Springer
  publisher-place: Berlin, Heidelberg
  title: >-
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    probabilities
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  URL: https://hal-enac.archives-ouvertes.fr/hal-00968737

- id: GarvelsComparison1998
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      given: M. J. J.
    - family: Kroese
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  citation-key: GarvelsComparison1998
  container-title: Proceedings of the 1998 Winter Simulation Conference
  DOI: 10.1109/WSC.1998.745040
  event-place: Washington, DC, USA
  event-title: 1998 Winter Simulation Conference
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  issued:
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  page: 601-608 vol.1
  publisher: IEEE
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  title: A comparison of RESTART implementations
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- id: GlassermanLarge1998
  accessed:
    - year: 2019
      month: 12
      day: 31
  author:
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    - family: Shahabuddin
      given: P.
    - family: Zajic
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  citation-key: GlassermanLarge1998
  container-title: IEEE Transactions on Automatic Control
  DOI: 10.1109/9.736061
  ISSN: '00189286'
  issue: '12'
  issued:
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  language: en
  number: '12'
  page: 1666-1679
  title: A large deviations perspective on the efficiency of multilevel splitting
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- id: GlassermanLook1998
  author:
    - family: Glasserman
      given: Paul
    - family: Heidelberger
      given: Philip
    - family: Shahabuddin
      given: Perwez
    - family: Zajic
      given: Tim
  citation-key: GlassermanLook1998
  collection-title: Lecture Notes in Statistics
  container-title: Monte Carlo and Quasi-Monte Carlo Methods 1996
  DOI: 10.1007/978-1-4612-1690-2_5
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      given: Harald
    - family: Hellekalek
      given: Peter
    - family: Larcher
      given: Gerhard
    - family: Zinterhof
      given: Peter
  event-place: New York, NY
  ISBN: 978-1-4612-1690-2
  issued:
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  language: en
  page: 98-108
  publisher: Springer
  publisher-place: New York, NY
  title: A Look At Multilevel Splitting
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- id: JohansenSequential2006
  accessed:
    - year: 2015
      month: 2
      day: 11
  author:
    - family: Johansen
      given: Adam M.
    - family: Moral
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    - family: Doucet
      given: Arnaud
  citation-key: JohansenSequential2006
  container-title: Proceedings of the 6th International Workshop on Rare Event Simulation
  issued:
    - year: 2006
  page: 256–267
  title: Sequential Monte Carlo samplers for rare events
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- id: LEcuyerAsymptotic2010
  accessed:
    - year: 2020
      month: 3
      day: 20
  author:
    - family: L’Ecuyer
      given: Pierre
    - family: Blanchet
      given: Jose H.
    - family: Tuffin
      given: Bruno
    - family: Glynn
      given: Peter W.
  citation-key: LEcuyerAsymptotic2010
  container-title: ACM Transactions on Modeling and Computer Simulation
  container-title-short: ACM Trans. Model. Comput. Simul.
  DOI: 10.1145/1667072.1667078
  ISSN: 1049-3301
  issue: '1'
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      month: 2
      day: 8
  number: '1'
  page: 6:1–6:41
  title: Asymptotic robustness of estimators in rare-event simulation
  type: article-journal
  URL: https://hal.archives-ouvertes.fr/inria-00170077/
  volume: '20'

- id: LEcuyerRare2007
  accessed:
    - year: 2020
      month: 1
      day: 9
  archive_location: New York, NY, USA
  author:
    - family: L’Ecuyer
      given: Pierre
    - family: Demers
      given: Valérie
    - family: Tuffin
      given: Bruno
  citation-key: LEcuyerRare2007
  container-title: ACM Transactions on Modeling and Computer Simulation (TOMACS)
  issued:
    - year: 2007
      month: 4
      day: 1
  language: EN
  title: Rare events, splitting, and quasi-Monte Carlo
  type: article-journal
  URL: http://www-labs.iro.umontreal.ca/~lecuyer/myftp/papers/split.pdf

- id: LEcuyerSplitting2006
  accessed:
    - year: 2019
      month: 7
      day: 11
  author:
    - family: L’Ecuyer
      given: Pierre
    - family: Demers
      given: Valérie
    - family: Tuffin
      given: Bruno
  citation-key: LEcuyerSplitting2006
  collection-title: WSC '06
  container-title: 38th Conference on Winter Simulation
  DOI: 10.1109/WSC.2006.323046
  event-place: Monterey, California
  event-title: Proceedings of the 2006 Winter Simulation Conference
  ISBN: 978-1-4244-0501-5
  issued:
    - year: 2006
  page: 137–148
  publisher: Winter Simulation Conference
  publisher-place: Monterey, California
  title: Splitting for Rare-event Simulation
  type: paper-conference

- id: LEcuyerSplitting2009
  accessed:
    - year: 2019
      month: 8
      day: 5
  author:
    - family: L’Ecuyer
      given: Pierre
    - family: Le Gland
      given: François
    - family: Lezaud
      given: Pascal
    - family: Tuffin
      given: Bruno
  citation-key: LEcuyerSplitting2009
  container-title: Rare Event Simulation using Monte Carlo Methods
  DOI: 10.1002/9780470745403.ch3
  ISBN: 978-0-470-74540-3
  issued:
    - year: 2009
  language: en
  page: Chapter 3
  publisher: John Wiley & Sons, Ltd
  title: Splitting Techniques
  type: chapter

- id: LiMachine2021
  accessed:
    - year: 2021
      month: 2
      day: 2
  author:
    - family: Li
      given: Yang
    - family: Duan
      given: Jinqiao
    - family: Liu
      given: Xianbin
  citation-key: LiMachine2021
  container-title: Physical Review E
  container-title-short: Phys. Rev. E
  DOI: 10.1103/PhysRevE.103.012124
  issue: '1'
  issued:
    - year: 2021
      month: 1
      day: 21
  page: '012124'
  publisher: American Physical Society
  title: >-
    Machine learning framework for computing the most probable paths of
    stochastic dynamical systems
  type: article-journal
  volume: '103'

- id: RubinoRare2009
  accessed:
    - year: 2019
      month: 8
      day: 5
  call-number: QA273.67 .R37 2009
  citation-key: RubinoRare2009
  DOI: 10.1002/9780470745403
  edition: '1'
  editor:
    - family: Rubino
      given: Gerardo
    - family: Tuffin
      given: Bruno
  event-place: Chichester, U.K
  ISBN: 978-0-470-77269-0
  issued:
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  number-of-pages: '268'
  publisher: John Wiley & Sons, Ltd
  publisher-place: Chichester, U.K
  title: Rare Event Simulation using Monte Carlo Methods
  type: book

- id: RubinsteinSimulation2016
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      given: Reuven Y.
    - family: Kroese
      given: Dirk P.
  citation-key: RubinsteinSimulation2016
  collection-title: Wiley series in probability and statistics
  edition: 3 edition
  event-place: Hoboken, New Jersey
  ISBN: 978-1-118-63216-1
  issued:
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      month: 11
      day: 7
  language: English
  number-of-pages: '432'
  publisher: Wiley
  publisher-place: Hoboken, New Jersey
  title: Simulation and the Monte Carlo Method
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- id: ShahabuddinImportance1994
  accessed:
    - year: 2020
      month: 3
      day: 20
  author:
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      given: Perwez
  citation-key: ShahabuddinImportance1994
  container-title: Management Science
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  page: 333-352
  publisher: INFORMS
  title: Importance Sampling for the Simulation of Highly Reliable Markovian Systems
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- id: TouchetteBasic2011
  accessed:
    - year: 2020
      month: 10
      day: 6
  author:
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  citation-key: TouchetteBasic2011
  issued:
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      month: 6
      day: 21
  language: en
  title: 'A basic introduction to large deviations: Theory, applications, simulations'
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- id: VillenAltamiranoRare2011
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    - year: 2019
      month: 7
      day: 30
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  citation-key: VillenAltamiranoRare2011
  collection-title: Lecture Notes in Computer Science
  container-title: >-
    Network Performance Engineering: A Handbook on Convergent Multi-Service
    Networks and Next Generation Internet
  DOI: 10.1007/978-3-642-02742-0_22
  editor:
    - family: Kouvatsos
      given: Demetres D.
  event-place: Berlin, Heidelberg
  ISBN: 978-3-642-02742-0
  issued:
    - year: 2011
  language: en
  page: 509-547
  publisher: Springer Berlin Heidelberg
  publisher-place: Berlin, Heidelberg
  title: >-
    The Rare Event Simulation Method RESTART: Efficiency Analysis and Guidelines
    for Its Application
  type: chapter
...
