Rare event sampling

<p>Rare event sampling is an <a href="/facts/Umbrella_term/bjxUuoRb">umbrella term</a> for a group of <a href="/facts/Computer_simulation/Re6o8vzN">computer simulation</a> 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 <a href="/facts/Rare_event/17YICqaw">rare event</a> 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.
</p><p>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 <a href="/facts/Transition-path_sampling/Q8RWKBv2">transition-path sampling</a> (TPS), replica exchange transition interface sampling (RETIS), repetitive simulation trials after reaching thresholds (RESTART), forward flux sampling (FFS), generalized splitting, adaptive multilevel splitting (AMS), <a href="/facts/Stochastic-process_rare-event_sampling/l5mEGTNl">stochastic-process rare-event sampling</a> (SPRES), <a href="/facts/Line_sampling/Y16FapcR">line sampling</a>, <a href="/facts/Subset_simulation/a6cHdlcd">subset simulation</a>, and weighted ensemble (WE). The first published rare event technique was by <a href="/facts/Herman_Kahn/fxbFj7m3">Herman Kahn</a> and <a href="/facts/Ted_Harris_(mathematician)/Q7sISYqt">Theodore Edward Harris</a> in 1951, who in turn referred to an unpublished technical report by <a href="/facts/John_von_Neumann/aUk6urof">John von Neumann</a> and <a href="/facts/Stanislaw_Ulam/KaJPqENX">Stanislaw Ulam</a>.
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Rare event sampling open-in-new

Rare event sampling