Skip to main navigation Skip to search Skip to main content

Importance Sampling for Rare-Event Gradient Estimation

  • Columbia University
  • School of Management, Harbin Institute of Technology
  • University of Maryland, College Park

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Importance sampling (IS) is a powerful tool for rare-event estimation. However, in many settings, we need to estimate not only the performance expectation but also its gradient. In this paper, we build a bridge from the IS for rare-event estimation to gradient estimation. We establish that, for a class of problems, an efficient IS sampler for estimating the probability of the underlying rare event is also efficient for estimating gradients of expectations over the same rare-event set. We show that both the infinitesimal perturbation analysis and the likelihood ratio estimators can be studied under the proposed framework. We use two numerical examples to validate our findings.

Original languageEnglish
Title of host publicationProceedings of the 2022 Winter Simulation Conference, WSC 2022
EditorsB. Feng, G. Pedrielli, Y. Peng, S. Shashaani, E. Song, C.G. Corlu, L.H. Lee, E.P. Chew, T. Roeder, P. Lendermann
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages3063-3074
Number of pages12
ISBN (Electronic)9798350309713
DOIs
StatePublished - 2022
Externally publishedYes
Event2022 Winter Simulation Conference, WSC 2022 - Guilin, China
Duration: 11 Dec 202214 Dec 2022

Publication series

NameProceedings - Winter Simulation Conference
Volume2022-December
ISSN (Print)0891-7736

Conference

Conference2022 Winter Simulation Conference, WSC 2022
Country/TerritoryChina
CityGuilin
Period11/12/2214/12/22

Fingerprint

Dive into the research topics of 'Importance Sampling for Rare-Event Gradient Estimation'. Together they form a unique fingerprint.

Cite this