Genealogy of a multilevel splitting algorithm

Lead Research Organisation: University of Warwick
Department Name: Statistics

Abstract

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.

Publications

10 25 50

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