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arXiv · 2604.06417

Niching Importance Sampling for Multi-modal Rare-event Simulation

Hugh J. Kinnear·F. A. DiazDelaO
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Abstract

This paper proposes niching importance sampling, a framework that combines concepts from reliability analysis, e.g. Markov chains, importance sampling, and relative cross entropy minimisation, with niching techniques from evolutionary multi-modal optimisation. The result is a highly robust estimator of the probability of failure, that can tackle sampling challenges posed by the underlying geometry of a reliability problem. Niching importance sampling is tested on a range of numerical examples and is shown to consistently avoid the degenerate behaviour observed for existing reliability methods on several multi-modal performance functions.

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BibTeXRIS

Hugh J. Kinnear, F. A. DiazDelaO. 2026-04-07. Niching Importance Sampling for Multi-modal Rare-event Simulation. https://arxiv.org/abs/2604.06417

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