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Novel algorithm using active metamodel learning and importance sampling: application to multiple failure regions of low probability - MaRDI portal

Novel algorithm using active metamodel learning and importance sampling: application to multiple failure regions of low probability (Q725434)

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scientific article; zbMATH DE number 6912281
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Novel algorithm using active metamodel learning and importance sampling: application to multiple failure regions of low probability
scientific article; zbMATH DE number 6912281

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    Novel algorithm using active metamodel learning and importance sampling: application to multiple failure regions of low probability (English)
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    1 August 2018
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    tail probability
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    importance sampling
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    risk analysis
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    multiple failure regions
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    low failure probability
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    unbiased estimation
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