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عنوان انگلیسی مقاله:
RESTART vs Splitting: A comparative study
ترجمه فارسی عنوان مقاله:
شروع دوباره در برابر بخش بندی: یک مطالعه مقایسه ای
Performance Evaluation Volumes 121–122, May 2018, Pages 38-47
Importance Sampling and RESTART/Splitting are the two main groups of methods for rare event simulation. The second of these groups is increasingly used in a variety of fields, sometimes receiving different names, such as Subset Simulation or Forward Flux Sampling.
In both RESTART and Splitting a number of retrials (or paths) are made when the process reaches certain thresholds of a function of the system state, called the importance function. In RESTART all but one path are cut when they down-cross the threshold where they were generated and a new set of retrials is made if the trial that continues up-crosses that threshold. In Splitting, all the paths continue until the end-of-simulation condition is fulfilled but retrials are not performed if one of these trials up-crosses the threshold where the trial was generated. In the adaptive versions of Splitting or RESTART (introduced in this paper) the thresholds are not defined beforehand.
No simulation study has been made to compare both methods, while only one very limited comparative study was made for transient simulation between two truncation variants of Splitting and RESTART. In the truncation variant of Splitting all the simulation paths are cut if they drop several thresholds below the threshold at which they were generated. In the truncation version of RESTART, that we have called RESTART with prolonged retrials, all but one path are cut when they drop several thresholds and a new set of retrials is made if the trial that continues up-crosses the threshold where it was generated.
In this paper the comparative study is made for both transient and steady-state simulations. Both original methods and also their truncation versions with different depths of truncation are compared. The models used for the study include several Jackson and non-Jackson networks and also a general model of reliability with different types of components. The main conclusion of the study is that RESTART always behaves significantly better than Splitting. Another finding of this paper is that an additional gain (up to more than 50%) is achieved with RESTART with prolonged retrials of depths 1 or 2 in models where many thresholds can be set.
keywords: Variance reduction |Rare event |RESTART/splitting simulation |Queueing networks |System reliability
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