scholarly journals Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation

2021 ◽  
Vol 9 (2) ◽  
pp. 818-847
Author(s):  
Felipe Uribe ◽  
Iason Papaioannou ◽  
Youssef M. Marzouk ◽  
Daniel Straub
Keyword(s):  
Dimension Reduction ◽  
Importance Sampling ◽  
Rare Event ◽  
Cross Entropy ◽  
Rare Event Simulation ◽  
Event Simulation

Estimation of cyber network risk using rare event simulation

2020 ◽  
pp. 154851292093455
Author(s):  
Alexander L Krall ◽  
Michael E Kuhl ◽  
Shanchieh J Yang
Keyword(s):  
Importance Sampling ◽  
Computational Simulation ◽  
Rare Event ◽  
Rare Event Simulation ◽  
Modeling And Analysis ◽  
Event Simulation ◽  
Importance Sampling Method ◽  
Statistical Inferences ◽  
Analysis Technique ◽  
Network Risk

Inherent vulnerabilities in a cyber network’s constituent machine services can be exploited by malicious agents. As a result, the machines on any network are at risk. Security specialists seek to mitigate the risk of intrusion events through network reconfiguration and defense. When dealing with rare cyber events, high-quality risk estimates using standard simulation approaches may be unattainable, or have significant attached uncertainty, even with a large computational simulation budget. To address this issue, an efficient rare event simulation modeling and analysis technique, namely, importance sampling for cyber networks, is developed. The importance sampling method parametrically amplifies certain aspects of the network in order to cause a rare event to happen more frequently. Output collected under these amplified conditions is then scaled back into the context of the original network to provide meaningful statistical inferences. The importance sampling methodology is tailored to cyber network attacks and takes the attacker’s successes and failures as well as the attacker’s targeting choices into account. The methodology is shown to produce estimates of higher quality than standard simulation with greater computational efficiency.

scholarly journals Semiparametric Cross Entropy for Rare-Event Simulation

2013 ◽  
Author(s):  
Zdravko Botev ◽  
Ad Ridder ◽  
Leonardo Rojas-Nandayapa
Keyword(s):  
Rare Event ◽  
Cross Entropy ◽  
Rare Event Simulation ◽  
Event Simulation
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