@article{clemencon_computer-intensive_2015,
Author = {Clémençon, Stéphan and Cousien, Anthony and Dávila Felipe,
Miraine and Tran, Viet Chi},
Title = {On computer-intensive simulation and estimation
methods for rare-event analysis in epidemic models},
Journal = {Statistics in Medicine},
Volume = {34},
Number = {28},
Pages = {3696--3713},
Keywords = {genetic models, importance sampling, interacting
branching particle system, Monte Carlo simulation,
multilevel splitting, rare-event analysis, stochastic
epidemic model},
abstract = {This article focuses, in the context of epidemic
models, on rare events that may possibly correspond to
crisis situations from the perspective of public
health. In general, no close analytic form for their
occurrence probabilities is available, and crude Monte
Carlo procedures fail. We show how recent intensive
computer simulation techniques, such as interacting
branching particle methods, can be used for estimation
purposes, as well as for generating model paths that
correspond to realizations of such events. Applications
of these simulation-based methods to several epidemic
models fitted from real datasets are also considered
and discussed thoroughly.},
copyright = {Copyright © 2015 John Wiley \& Sons, Ltd.},
doi = {10.1002/sim.6596},
issn = {1097-0258},
language = {en},
month = jan,
url = {http://onlinelibrary.wiley.com/doi/10.1002/sim.6596/abstract},
urldate = {2015-08-27},
year = 2015
}