Rare event simulation for electronic circuit design

Xavier Jonsson (1) , Jérôme Lelong (2)

1 Siemens Electronic Design Automation
2 DAO - Données, Apprentissage et Optimisation

In this work, we propose an algorithm to simulate rare events for electronic circuit design. Our approach heavily relies on a smart use of importance sampling, which enables us to tackle probabilities of the magnitude $10^{−10}$. Not only can we compute very rare default probability, but we can also compute the quantile associated to a given default probability and its expected shortfall. We show the impressive efficiency of method on real circuits.

Domaines: Probabilités [math.PR]; Electronique; Applications [stat.AP]

Xavier Jonsson, Jérôme Lelong. Rare event simulation for electronic circuit design. MathematicS In Action, 2022, 11 (1), pp.91-108. ⟨10.5802/msia.19⟩. ⟨hal-03346622v2⟩