About: Rare event sampling

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Rare event sampling is an umbrella term for a group of computer simulation methods intended to selectively sample 'special' regions of the dynamic space of systems which are unlikely to visit those special regions through brute-force simulation. A familiar example of a rare event in this context would be nucleation of a raindrop from over-saturated water vapour: although raindrops form every day, relative to the length and time scales defined by the motion of water molecules in the vapour phase, the formation of a liquid droplet is extremely rare.

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  • Rare event sampling is an umbrella term for a group of computer simulation methods intended to selectively sample 'special' regions of the dynamic space of systems which are unlikely to visit those special regions through brute-force simulation. A familiar example of a rare event in this context would be nucleation of a raindrop from over-saturated water vapour: although raindrops form every day, relative to the length and time scales defined by the motion of water molecules in the vapour phase, the formation of a liquid droplet is extremely rare. Due to the wide use of computer simulation across very different domains, articles on the topic arise from quite disparate sources and it is difficult to make a coherent survey of rare event sampling techniques. Contemporary methods include Transition Path Sampling (TPS), Replica Exchange Transition Interface Sampling (RETIS), (RESTART), (FFS), , (AMS), Stochastic Process Rare Event Sampling (SPRES), Line sampling, Subset simulation, and (WE). The first published rare event technique was by Herman Kahn and Theodore Edward Harris in 1951, who in turn referred to an unpublished technical report by John von Neumann and Stanislaw Ulam. (en)
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  • Rare event sampling is an umbrella term for a group of computer simulation methods intended to selectively sample 'special' regions of the dynamic space of systems which are unlikely to visit those special regions through brute-force simulation. A familiar example of a rare event in this context would be nucleation of a raindrop from over-saturated water vapour: although raindrops form every day, relative to the length and time scales defined by the motion of water molecules in the vapour phase, the formation of a liquid droplet is extremely rare. (en)
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  • Rare event sampling (en)
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