A combined importance splitting and sampling algorithm for rare event estimation. - Damien Jacquemart-Tomi; Jérôme Morio; François Le Gland (WSC, 2013)

Optimisation of interacting particle systems for rare event estimation. - Jérôme Morio; Damien Jacquemart-Tomi; Mathieu Balesdent; Julien Marzat (Comput. Stat. Data Anal., 2013)

On the Sustainability of the Extreme Value Theory for WCET Estimation. - Luca Santinelli; Jérôme Morio; Guillaume Dufour; Damien Jacquemart (WCET, 2014)

A survey of rare event simulation methods for static input-output models. - Jérôme Morio; Mathieu Balesdent; Damien Jacquemart; Christelle Vergé (Simul. Model. Pract. Theory, 2014)

Some ideas for bias and variance reduction in the splitting algorithm for diffusion processes. - Damien Jacquemart; Jérôme Morio; François Le Gland (J. Comput. Sci., 2015)

Tuning of adaptive interacting particle system for rare event probability estimation. - Damien Jacquemart; Jérôme Morio (Simul. Model. Pract. Theory, 2016)