Compositional Construction of Importance Functions in Fully Automated Importance Splitting

Carlos Budde*, Pedro D'Argenio, Raúl Monti

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

8 Citations (Scopus)

Abstract

Importance splitting is a technique to accelerate discrete event simulation when the value to estimate depends on the occurrence of rare events. It requires a guiding importance function typically defined in an ad hoc fashion by an expert in the field, who could choose an inadequate function. In this article we present a compositional and automatic technique to derive the importance function from the model description, and analyze different composition heuristics. This technique is linear in the number of modules, in contrast to the exponential nature of our previous proposal. This approach was compared to crude simulation and to importance splitting using typical ad hoc importance functions. A prototypical tool was developed and tested on several models, showing the feasibility and efficiency of the technique.
Original languageEnglish
Title of host publicationValuetools
Subtitle of host publication10th EAI International Conference on Performance Evaluation Methodologies and Tools
EditorsAntonio Puliafito, Kishor S. Trivedi, Bruno Tuffin, Marco Scarpa, Fumio Machida, Javier Alonso
PublisherACM Publishing
ISBN (Print)978-1-63190-141-6
DOIs
Publication statusPublished - 3 May 2017
Externally publishedYes
Event10th EAI International Conference on Performance Evaluation Methodologies and Tools, VALUETOOLS 2016 - Ceasar Palace Hotel, Taormina, Italy
Duration: 25 Oct 201628 Oct 2016
Conference number: 10
http://archive.valuetools.org/2016/show/home

Conference

Conference10th EAI International Conference on Performance Evaluation Methodologies and Tools, VALUETOOLS 2016
Abbreviated titleVALUETOOLS 2016
CountryItaly
CityTaormina
Period25/10/1628/10/16
Internet address

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    Budde, C., D'Argenio, P., & Monti, R. (2017). Compositional Construction of Importance Functions in Fully Automated Importance Splitting. In A. Puliafito, K. S. Trivedi, B. Tuffin, M. Scarpa, F. Machida, & J. Alonso (Eds.), Valuetools: 10th EAI International Conference on Performance Evaluation Methodologies and Tools ACM Publishing. https://doi.org/10.4108/eai.25-10-2016.2266501