# Escaping from an attractor: Importance sampling and rest points I

arXiv: https://arxiv.org/abs/1303.0450 · HTML: https://mlsanity.com/paper/1303.0450/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 3 Mar 2013.

## Built on by (most cited first, 1 of 1)

- [Large deviations for interacting particle dynamics for finding mixed equilibria in zero-sum games](https://mlsanity.com/paper/2206.15177/) (2022)

## Abstract (arXiv)

We discuss importance sampling schemes for the estimation of finite time exit probabilities of small noise diffusions that involve escape from an equilibrium. A factor that complicates the analysis is that rest points are included in the domain of interest. We build importance sampling schemes with provably good performance both pre-asymptotically, that is, for fixed size of the noise, and asymptotically, that is, as the size of the noise goes to zero, and that do not degrade as the time horizon gets large. Simulation studies demonstrate the theoretical results.