Random numerical simulations around rare events on Galton-Watson process.
I made this project with Farouk Khlifi under the supervision of professors Emmanuel Gobet and Igor Kortchemski.
We used variance reduction techniques that can be used in Monte Carlo methods, mainly importance sampling and interacting particles systems, to estimtate probabilities of rare events. In addition, we simulated "typical" scenarii corresponding to those rare events (i.e. sampled from the conditional distribution).
All the code is available in this repository.
The Mathematical research is in the PDFs.