Other articles

1. "Computing return times with rare event algorithms" published in JSTAT

   Our paper about the computation of return times with rare event algorithms has just been published in the Journal of Statistical Mechanics.

   Read more about it in this post.

   Computing return times or return periods with rare event algorithms

   Thibault Lestang, Francesco Ragone, Charles-Edouard Bréhier, Corentin Herbert, Freddy Bouchet

   https …

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2. New paper on the computation of return times for rare events

   Rather than talking about the probability of occurrence of an event, it is more meaningful in many applications to talk about its return time: it is the average time between two occurrences of the event. Reliably estimating return times for rare events from observational data is very difficult, precisely because …

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