GANISP: a GAN-assisted Importance SPlitting Probability Estimator. (arXiv:2112.15444v1 [cs.LG])

Designing manufacturing processes with high yield and strong reliability
relies on effective methods for rare event estimation. Genealogical importance
splitting reduces the variance of rare event probability estimators by
iteratively selecting and replicating realizations that are headed towards a
rare event. The replication step is difficult when applied to deterministic
systems where the initial conditions of the offspring realizations need to be
modified. Typically, a random perturbation is applied to the offspring to
differentiate their trajectory from the parent realization. …

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