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A Multilevel Splitting Algorithm for Quick Sampling 被引量:1
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作者 Liping Wang Wenhui Fan 《Tsinghua Science and Technology》 SCIE EI CAS CSCD 2021年第4期417-425,共9页
To reduce intermediate levels of splitting process and enhance sampling accuracy, a multilevel splitting algorithm for quick sampling is proposed in this paper. Firstly, the selected area of the elite set is expanded ... To reduce intermediate levels of splitting process and enhance sampling accuracy, a multilevel splitting algorithm for quick sampling is proposed in this paper. Firstly, the selected area of the elite set is expanded to maintain the diversity of the samples. Secondly, the combined use of an adaptive difference evolution algorithm and a local searching algorithm is proposed for the splitting procedure. Finally, a suite of benchmark functions are used for performance testing. The results indicate that the convergence rate and stability of this algorithm are superior to those of the classical importance splitting algorithm and an adaptive multilevel splitting algorithm. 展开更多
关键词 rare event simulation splitting method elite set adaptive differential evolution local searching
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