An introduction to rare event simulation and importance sampling

G Biondini - Handbook of statistics, 2015 - Elsevier
This chapter provides a relatively low-level introduction to the problem of rare event
simulation with Monte Carlo methods and to a class of methods known as variance …

A fresh look at multicanonical Monte Carlo from a telecom perspective

A Bononi, LA Rusch, A Ghazisaeidi… - … 2009-2009 IEEE …, 2009 - ieeexplore.ieee.org
The Multicanonical Monte Carlo (MMC) technique is a new form of adaptive importance
sampling (IS). Thanks to its blind adaptation algorithm, it does not require an in-depth …

SOA intensity noise suppression in spectrum sliced systems: A multicanonical Monte Carlo simulator of extremely low BER

A Ghazisaeidi, F Vacondio, A Bononi… - Journal of Lightwave …, 2009 - ieeexplore.ieee.org
We present a thorough numerical study of intensity noise mitigation of spectrum sliced
wavelength-division multiplexing (SS-WDM) systems employing a nonlinear semiconductor …

Optical equalization: System modeling and performance evaluation

M Secondini - Journal of lightwave technology, 2006 - ieeexplore.ieee.org
Optical equalization in fiber-optic systems is theoretically investigated. First, a wide variety of
optical equalizers is presented by giving their equivalent models, by describing the basic …

Simulations of rare events in fiber optics by interacting particle systems

J Garnier, P Del Moral - Optics communications, 2006 - Elsevier
In this paper we study the robustness of linear pulses, solitons, and dispersion-managed
solitons, under the influence of random perturbations. First, we address the problem of the …

Outage statistics in a waveplate hinge model of polarization-mode dispersion

J Li, G Biondini, WL Kath… - Journal of Lightwave …, 2010 - ieeexplore.ieee.org
The properties of the waveplate hinge model of polarization-mode dispersion (PMD) are
studied in detail, and its statistics are compared to those of the traditional hinge model based …

Transition matrix analysis of system outages

D Yevick, M Reimer - IEEE Photonics Technology Letters, 2007 - ieeexplore.ieee.org
Transition Matrix Analysis of System Outages Page 1 IEEE PHOTONICS TECHNOLOGY
LETTERS, VOL. 19, NO. 19, OCTOBER 1, 2007 1529 Transition Matrix Analysis of System …

Accurate probabilistic treatment of bit-pattern-dependent nonlinear distortions in BER calculations for WDM RZ systems

OV Sinkin, VS Grigoryan… - Journal of Lightwave …, 2007 - ieeexplore.ieee.org
We introduce a fully deterministic computationally efficient method for characterizing the
effect of nonlinearity in optical fiber transmission systems that utilize wavelength division …

An iterative stochastic method for simulating large deviations and rare events

GM Donovan, WL Kath - SIAM Journal on Applied Mathematics, 2011 - SIAM
We describe an iterative method capable of determining large deviations responsible for
rare events of interest in lightwave systems with additive noise. The method makes use of …

Improved multicanonical algorithms

D Yevick, T Lu - JOSA A, 2006 - opg.optica.org
We introduce several easily programmed techniques that enhance the accuracy of
multicanonical sampling. With minor modifications to the standard technique, our methods …