Genealogy of a multilevel splitting algorithm

Lead Research Organisation: University of Warwick
Department Name: Statistics


Context: Multilevel splitting is an algorithm used for rare events simulation. It requires cloning the simulation at the hitting time of levels, which induces a genealogy to the set of trajectorties that reach the final region of interest.

Aims: This project explores the coalescence of terminal trajectories. We research how ideas from statistical genetics could help with the tuning of a multilevel splitting algorithm, in particular the choice and number of levels, as well as the distribution of offspring.

Novelty: The genealogy of a branching process with location dependent branching rates and offspring distribution has not been described previously.


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Studentship Projects

Project Reference Relationship Related To Start End Student Name
EP/V520226/1 30/09/2020 31/10/2025
2733781 Studentship EP/V520226/1 02/10/2022 29/09/2026 Julia Krasnowska
EP/W524645/1 30/09/2022 29/09/2028
2733781 Studentship EP/W524645/1 02/10/2022 29/09/2026 Julia Krasnowska