# GANISP: a GAN-assisted Importance SPlitting Probability Estimator

arXiv: https://arxiv.org/abs/2112.15444 · HTML: https://mlsanity.com/paper/2112.15444/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 6 of its 40 references that are in the map.
- First posted on arXiv 28 Dec 2021.

## Builds on (most cited first, 6 of 6)

- [Delving Deep into Rectifiers: Surpassing Human-Level Performance on ImageNet Classification](https://mlsanity.com/paper/1502.01852/) (2015)
- [Improved Techniques for Training GANs](https://mlsanity.com/paper/1606.03498/) (2016)
- [Conditional Generative Adversarial Nets](https://mlsanity.com/paper/1411.1784/) (2014)
- [Photo-Realistic Single Image Super-Resolution Using a Generative Adversarial Network](https://mlsanity.com/paper/1609.04802/) (2016)
- [Neural Bridge Sampling for Evaluating Safety-Critical Autonomous Systems](https://mlsanity.com/paper/2008.10581/) (2020)
- [Adversarial sampling of unknown and high-dimensional conditional distributions](https://mlsanity.com/paper/2111.05962/) (2021)

## Abstract (arXiv)

Designing manufacturing processes with high yield and strong reliability relies on effective methods for rare event estimation. Genealogical importance splitting reduces the variance of rare event probability estimators by iteratively selecting and replicating realizations that are headed towards a rare event. The replication step is difficult when applied to deterministic systems where the initial conditions of the offspring realizations need to be modified. Typically, a random perturbation is applied to the offspring to differentiate their trajectory from the parent realization. However, this random perturbation strategy may be effective for some systems while failing for others, preventing variance reduction in the probability estimate. This work seeks to address this limitation using a generative model such as a Generative Adversarial Network (GAN) to generate perturbations that are consistent with the attractor of the dynamical system. The proposed GAN-assisted Importance SPlitting method (GANISP) improves the variance reduction for the system targeted. An implementation of the method is available in a companion repository (https://github.com/NREL/GANISP).