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Section: Partnerships and Cooperations
International Initiatives
Inria International Partners
MOCQUASIN
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Title: Monte Carlo and Quasi- Monte Carlo for rare event simulation
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International Partner (Institution - Laboratory - Researcher):
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See also: http://www.irisa.fr/dionysos/pages_perso/tuffin/MOCQUASIN/
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The goal of this team is to compute integrals, sums or to solve equations or optimization problems by means of Monte Carlo methods, which are statistical tools used when the models have a high complexity (for instance a large dimension). They are unavoidable methods in areas such as finance, electronics, seismology, computer science, engineering, physics, transport, biology, social sciences... Nonetheless, they have the reputation of being slow, i.e. to require a large computational time to reach a given precision. The goal of the project is to work on acceleration techniques, meaning methods allowing to reach the targeted precision in a shorter computational time than with the standard procedure. A typical framework is that of rare event simulation for which getting even only one occurrence of the event could require a too long computing time. In this case, there are two main acceleration techniques: importance sampling and splitting, on which we work.
Collaborations with the UTFSM at Valparaíso, Chile
We maintain a strong line of collaborations with the Technical University Federico Santa María (UTFSM), Valparaíso, Chile. Over the years, this has taken different forms (associated team Manap, Stic AmSud project “AMMA”, Stic AmSud project “DAT”, see next module). Currently, we have a joint PhD work running (PhD of Nicolás Jara, to be defended in 2017), and a new joint PhD to be started in 2017 (PhD of Jonathan Olavarría). The first one is on optical network analysis and design, the second one on modeling evaluation techniques.
International Initiatives
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The main scientific objective of this project is to develop new techniques to assess the most important dependability properties of a complex system subject to the failures and possible repairs of its components. The central argument behind our proposal is our previous work in the area and some unpublished preliminary and promising results that we believe deserve deep exploration and that should lead to faster evaluation procedures than those available today. We also intend to implement these techniques in an integrated software package usable both in industry and for teaching purposes. Concerning applications, again based on the skills of the participating teams and our past common work, we will illustrate our findings on problems coming from the wireless and optical networking domains.