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1 ASPI - Applications of interacting particle systems to statistics UR1 - Université de Rennes 1, Inria Rennes – Bretagne Atlantique , CNRS - Centre National de la Recherche Scientifique : UMR6074 2 IMB - Institut de Mathématiques de Bordeaux 3 ALEA - Advanced Learning Evolutionary Algorithms Inria Bordeaux - Sud-Ouest, UB - Université de Bordeaux, CNRS - Centre National de la Recherche Scientifique : UMR5251 4 TEMICS - Digital image processing, modeling and communication IRISA - Institut de Recherche en Informatique et Systèmes Aléatoires, Inria Rennes – Bretagne Atlantique 5 IRMAR - Institut de Recherche Mathématique de Rennes

Abstract : This paper discusses the rare event simulation for a fixed probability law. The motivation comes from problems occurring in watermarking and fingerprinting of digital contents, which is a new application of rare event simulation techniques. We provide two versions of our algorithm, and discuss the convergence properties and implementation issues. A discussion on recent related works is also provided. Finally, we give some numerical results in watermarking context.

Keywords : Rare events adaptive multilevel simulation asymptotic normality probability of false alarm





Author: Frédéric Cérou - Pierre Del Moral - Teddy Furon - Arnaud Guyader -

Source: https://hal.archives-ouvertes.fr/



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